자료유형 | 학위논문 |
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서명/저자사항 | Data Driven Optimization: Theory and Applications in Supply Chain Systems. |
개인저자 | Yuan, Hao. |
단체저자명 | University of Michigan. Industrial & Operations Engineering. |
발행사항 | [S.l.]: University of Michigan., 2019. |
발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2019. |
형태사항 | 108 p. |
기본자료 저록 | Dissertations Abstracts International 81-05B. Dissertation Abstract International |
ISBN | 9781687928672 |
학위논문주기 | Thesis (Ph.D.)--University of Michigan, 2019. |
일반주기 |
Source: Dissertations Abstracts International, Volume: 81-05, Section: B.
Advisor: Shi, Cong. |
이용제한사항 | This item must not be sold to any third party vendors.This item must not be added to any third party search indexes. |
요약 | Supply chain optimization plays a critical role in many business enterprises. In a data driven environment, rather than pre-specifying the underlying demand distribution and then optimizing the system's objective, it is much more robust to have a nonparametric approach directly leveraging the past observed data. In the supply chain context, we propose and design online learning algorithms that make adaptive decisions based on historical sales (a.k.a. censored demand). We measure the performance of an online learning algorithm by cumulative regret or simply regret, which is defined as the cost difference between the proposed algorithm and the clairvoyant optimal one.In the supply chain context, to design efficient learning algorithms, we typically face two majorchallenges. First, we need to identify a suitable recurrent state that decouples system dynamics into cycles with good properties: (1) smoothness and rich feedback information necessary to apply the zeroth order optimization method effectively |
일반주제명 | Operations research. Industrial engineering. |
언어 | 영어 |
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