Lagrangian duality for robust problems with decomposable functions : the case of a robust inventory problem
Filipe Rodrigues, Agostinho Agra, Cristina Requejo, Erick Delage
| Year of publication: |
2021
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| Authors: | Rodrigues, Filipe ; Agra, Agostinho ; Requejo, Cristina ; Delage, Erick |
| Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 33.2021, 2, p. 685-705
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| Subject: | Lagrangian relaxation | robust optimization | lot sizing | demand uncertainty | affine approximation | budgeted uncertainty polytope | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Losgröße | Lot size | Lagerhaltungsmodell | Inventory model | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2020.0978 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012546166