稳健优化
计算机科学
运筹学
偏爱
管理科学
爆炸物
稳健性(进化)
风险分析(工程)
经济
数学优化
业务
微观经济学
工程类
数学
生物化学
化学
有机化学
基因
作者
Mengshi Lu,Zuo‐Jun Max Shen
摘要
Over the past two decades, there has been explosive growth in the application of robust optimization in operations management (robust OM), fueled by both significant advances in optimization theory and a volatile business environment that has led to rising concerns about model uncertainty. We review some common modeling frameworks in robust OM, including the representation of uncertainty and the decision‐making criteria, and sources of model uncertainty that have arisen in the literature, such as demand, supply, and preference. We discuss the successes of robust OM in addressing model uncertainty, enriching decision criteria, generating structural results, and facilitating computation. We also discuss several future research opportunities and challenges.
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