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» A Robust Optimization Approach to Inventory Theory
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ICASSP
2011
IEEE
14 years 1 months ago
A multiwindow time-frequency approach based on the concepts of robust estimate theory
An approach to multiwindow time-frequency analysis that provides robust performance in noisy environment is proposed. The concept of robust estimates of instantaneous frequency is...
Irena Orovic, Nikola Zaric, Srdjan Stankovic, Moen...
STOC
2004
ACM
107views Algorithms» more  STOC 2004»
15 years 10 months ago
Primal-dual algorithms for deterministic inventory problems
We consider several classical models in deterministic inventory theory: the single-item lot-sizing problem, the joint replenishment problem, and the multi-stage assembly problem. ...
Retsef Levi, Robin Roundy, David B. Shmoys
CORR
2010
Springer
56views Education» more  CORR 2010»
14 years 9 months ago
Theory and Applications of Robust Optimization
In this paper we survey the primary research, both theoretical and applied, in the area of Robust Optimization (RO). Our focus is on the computational attractiveness of RO approac...
Dimitris Bertsimas, David B. Brown, Constantine Ca...
MP
2006
110views more  MP 2006»
14 years 9 months ago
Robust game theory
We present a distribution-free model of incomplete-information games, both with and without private information, in which the players use a robust optimization approach to contend ...
Michele Aghassi, Dimitris Bertsimas
ICIP
2006
IEEE
15 years 11 months ago
Robust Kernel-Based Tracking using Optimal Control
Although more efficient in computation compared to other tracking approaches such as particle filtering, the kernel-based tracking suffers from the "singularity" problem...
Wei Qu, Dan Schonfeld