A robust optimization model for dynamic market with uncertain production cost

DOI10.1080/02331934.2010.537338MaRDI QIDQ3225077zbMATH OpenOpenAlexFDO

Authors Ming Wang, Kin Keung Lai, Stephen C. H. Leung, Ning Shi

Publication date 15 March 2012

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2010.537338

zbMATH Keywords

robust optimizationvariational inequalitycost uncertainty

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(3)

• Robust matching for teams
• Optimal production in a competitive market under yield uncertainty
• A robust optimization model for multi-product two-stage capacitated production planning under uncertainty

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