Practical Robust Optimization - an introduction - - LNMB
Practical Robust Optimization - an introduction - - LNMB
Practical Robust Optimization - an introduction - - LNMB
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Multistage problemsSome of the decisionsx j :■■should be made when actual data becomes partially knownc<strong>an</strong> depend on the corresponding portions of the data.Examples:■■Inventory problem with uncertain dem<strong>an</strong>d.e.g. replenishment ordersx t of daytusually c<strong>an</strong> depend onactual dem<strong>an</strong>ds at days1,...,t−1.Brachytherapy with inaccuracy in positioning needles.e.g. position of needlekc<strong>an</strong> depend on actual position ofneedles1,...,k −1.F A C U L T Y O F E C O N O M I C S A N D B U S I N E S S A D M I N I S T R A T I O N38 / 53
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