Robust Satisficing

We present a general framework for robust satisficing that favors solutions for which a risk-aware objective function would best attain an acceptable target even when the actual probability distribution deviates from the empirical distribution. The satisficing decision maker specifies an acceptable...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Operations research 2023-01, Vol.71 (1), p.61-82
1. Verfasser:	Long, Daniel Zhuoyu
Format:	Artikel
Sprache:	eng
Schlagworte:	Approximation Combinatorial analysis data-driven Decision making discrete optimization Fragility fragility measure Lot sizing Operations research Optimization Optimization models Probability distribution robust optimization robust satisficing Robustness (mathematics) stochastic optimization
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!