Robust simulation optimization using φ-divergence
We introduce a new robust simulation optimization method in which the probability of occurrence of uncertain parameters is considered. It is assumed that the probability distributions are unknown but historical data are on hand and using φ-divergence functionality the uncertainty region for the unce...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Growing Science
2016-09-01
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| Series: | International Journal of Industrial Engineering Computations |
| Subjects: | |
| Online Access: | http://www.growingscience.com/ijiec/Vol7/IJIEC_2016_16.pdf |