Browsing by author "Chung-Piaw, Teo"
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Closed-Form Solutions for Distributionally Robust Inventory Management: Extended Reformulation using Zero-Sum Game
Li, Zhaolin; Qi, Fu; Chung-Piaw, TeoPublished 2022-07-27When only the moments (mean, variance or t-th moment) of the underline distribution are known, numerous max-min optimization models can be interpreted as a zero-sum game, in which the decision maker (DM) chooses actions ...Open AccessArticle -
Closed-Form Solutions for Distributionally Robust Inventory Management: A Controlled Relaxation Method
Li, Zhaolin; Qi (Grace), Fu; Chung-Piaw, TeoPublished 2023When only the moments (mean, variance or t-th moment) of the underline distribution are known, a variety of many max-min optimization models choose actions to maximize the firm’s expected profit against the most unfavorable ...Open AccessWorking Paper
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