In this paper we propose a methodology for constructing decision rules for in-<br/>teger and continuous decision variables in multiperiod robust linear optimization<br/>problems. This type of problems finds application in, for example, inventory management, lot sizing, and manpower management. We show...

Abstract: We propose a new way to derive tractable robust counterparts of a linear conic optimization problem by using the theory of Beck and Ben-Tal [2] on the duality between the robust (“pessimistic”) primal problem and its “optimistic” dual. First, we obtain a new convex...

In this paper we discuss a real-life case study in the optimization of the logistics network for the collection of containers from end-of-life vehicle dismantlers in the Netherlands.Advanced planning concepts like dynamic assignment of dismantlers to logistic service providers are analyzed by a...

This paper adresses the robust counterparts of optimization problems containing sums of maxima of linear functions and proposes several reformulations. These problems include many practical problems, e.g. problems with sums of absolute values, and arise when taking the robust counterpart of a...

Abstract: This paper determines the optimal timing of dike heightenings as well as the corresponding optimal dike heightenings to protect against floods. To derive the optimal policy we design an algorithm based on the Impulse Control Maximum Principle. In this way the paper presents one of the...

In this paper, a general method is described to determine uncertainty intervals for performance measures of Markov chains given an uncertainty region for the parameters of the Markov chains. We investigate the effects of uncertainties in the transition probabilities on the limiting...

AMS classifications: 65D05; 65K05; 90C22;

Abstract This article presents a novel combination of robust optimization developed in mathematical programming, and robust parameter design developed in statistical quality control. Robust parameter design uses metamodels estimated from experiments with both controllable and environmental...

During metamodel-based optimization three types of implicit errors are typically made.The first error is the simulation-model error, which is defined by the difference between reality and the computer model.The second error is the metamodel error, which is defined by the difference between the...

This paper addresses the impact of disposition choices on the energy use of closed-loop supply chains. In a life cycle perspective, energy used in the forward chain which is locked up in the product is recaptured in recovery. High quality recovery replaces virgin production and thereby saves...