Robust multi-product inventory optimization under support vector clustering-based data-driven demand uncertainty set
Sign Up to like & getrecommendations! Published in 2020 at "Soft Computing"
DOI: 10.1007/s00500-019-03927-2
Abstract: A robust multi-product inventory optimization approach is developed with an uncertainty set constructed from the available data using support vector clustering (SVC). The multi-product inventory problem is subject to demand uncertainties in a newsvendor setting… read more here.
Keywords: optimization; multi product; product inventory; uncertainty ... See more keywords
An uncertainty-set-shrinkage-based covariance matrix reconstruction algorithm for robust adaptive beamforming
Sign Up to like & getrecommendations! Published in 2021 at "Multidimensional Systems and Signal Processing"
DOI: 10.1007/s11045-020-00737-w
Abstract: This paper presents an uncertainty-set-shrinkage (USS) algorithm that aims to reconstruct a precise interference-plus-noise covariance matrix (INCM) and improve the performance of adaptive beamformers when steering vector (SV) mismatch exists. Both of the interference covariance… read more here.
Keywords: covariance matrix; matrix; uncertainty set; set shrinkage ... See more keywords
New Robust Optimization Approach Induced by Flexible Uncertainty Set: Optimization under Continuous Uncertainty
Sign Up to like & getrecommendations! Published in 2017 at "Industrial & Engineering Chemistry Research"
DOI: 10.1021/acs.iecr.6b02989
Abstract: In the real-world optimization problems, continuous uncertainties (such as field uncertainty and demand uncertainty) are usually unbounded and have unknown probability density functions, which have significant influences on the fluctuation in production. As the classical… read more here.
Keywords: uncertainty; optimization approach; uncertainty set; optimization ... See more keywords
Robust Day-Ahead Scheduling of Electricity and Natural Gas Systems via a Risk-Averse Adjustable Uncertainty Set Approach
Sign Up to like & getrecommendations! Published in 2018 at "Sustainability"
DOI: 10.3390/su10113848
Abstract: The requirement for energy sustainability drives the development of renewable energy technologies and gas-fired power generation. The increasing installation of gas-fired units significantly intensifies the interdependency between the electricity system and natural gas system. The… read more here.
Keywords: risk; uncertainty set; gas; electricity ... See more keywords