Robust chance-constrained geometric programming with application to demand risk mitigation

DOI10.1007/S10957-023-02201-8MaRDI QIDQ6161554zbMATH OpenFDO

Authors Belleh A. Fontem

Publication date 27 June 2023

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10957-023-02201-8

zbMATH Keywords

chance-constrained geometric programmingdecomposition proceduredemand risk mitigationpromotion optimization

Mathematics Subject Classification ID

Robustness in mathematical programming (90C17) Applications of mathematical programming (90C90)

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Cites work

• A tutorial on geometric programming
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• Copula theory approach to stochastic geometric programming
• Data-driven risk-averse stochastic optimization with Wasserstein metric
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• Distributionally Robust Chance Constrained Geometric Optimization
• Distributionally robust joint chance-constrained support vector machines
• Distributionally robust maximum probability shortest path problem
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• Distributionally robust portfolio optimization with second-order stochastic dominance based on Wasserstein metric
• Estimating primary demand for substitutable products from sales transaction data
• Frameworks and results in distributionally robust optimization
• Fuzzy pricing, marketing and service planning in a fuzzy inventory model: a geometric programming approach
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• scientific article; zbMATH DE number 3417265 (Why is no real title available?)
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• Robust Mean-Covariance Solutions for Stochastic Optimization
• Solving geometric programming problems with normal, linear and zigzag uncertainty distributions
• Stochastic geometric optimization with joint probabilistic constraints
• Stochastic geometric programming with an application
• Tractable approximate robust geometric programming

Cited in

(5)

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• An exact decomposition algorithm for a chance-constrained new product risk model
• Geometric programming problems with triangular and trapezoidal twofold uncertainty distributions
• Distributionally robust optimization with generalized total variation ambiguity sets
• Uncertain random geometric programming problems

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