A Robust Optimization Approach to Inventory Theory

We propose a general methodology based on robust optimization to address the problem of optimally controlling a supply chain subject to stochastic demand in discrete time. This problem has been studied in the past using dynamic programming, which suffers from dimensionality problems and assumes full...

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Veröffentlicht in:	Operations research Jg. 54; H. 1; S. 150 - 168
Hauptverfasser:	Bertsimas, Dimitris, Thiele, Aurelie
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Linthicum, MD INFORMS 01.01.2006 Institute for Operations Research and the Management Sciences
Schlagworte:	Analysis Applied sciences Approximation Carrying costs Cost efficiency Cost functions Dynamic programming Exact sciences and technology Fixed costs integer Integer programming inventory Inventory control Inventory control, production control. Distribution Inventory management linear Linear programming Logistics Mathematical models Mathematical programming Operational research and scientific management Operational research. Management science Operations research Optimal policy Optimization production programming Robust optimization Robust statistics stochastic Studies Supply chain management Supply chains uncertainty United States Uncertainty Fixed cost Optimal policy Financial management Linear programming Mixed integer programming integer Optimization Trade Base stock Inventory control production: uncertainty Robustness Dynamic programming Complex programming programming: linear stochastic; inventory
ISSN:	0030-364X, 1526-5463
Online-Zugang:	Volltext
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