Jie Zhang

Distributionally Robust Bottleneck Combinatorial Problems: Uncertainty Quantification and Robust Decision Making

  • Shabbir Ahmed
  • Weijun Xie
  • Jie Zhang
    • Categories Stochastic Programming Tags , , , ,

    In a bottleneck combinatorial problem, the objective is to minimize the highest cost of elements of a subset selected from the combinatorial solution space. This paper studies data-driven distributionally robust bottleneck combinatorial problems (DRBCP) with stochastic costs, where the probability distribution of the cost vector is contained in a ball of distributions centered at the … Read more

    Robust Multi-product Newsvendor Model with Substitution under Cardinality-constrained Uncertainty Set

  • Jie Zhang
  • Weijun Xie
  • Subhash Sarin
    • Categories Applications - OR and Management Sciences, Robust Optimization Tags , , , ,

    This work studies a Robust Multi-product Newsvendor Model with Substitution (R-MNMS), where the demand and the substitution rates are stochastic and are subject to cardinality-constrained uncertainty sets. The goal of this work is to determine the optimal order quantities of multiple products to maximize the worst-case total profit. To achieve this, we first show that … Read more

    Multi-Product Newsvendor Problem with Customer-driven Demand Substitution: A Stochastic Integer Program Perspective

  • Jie Zhang
  • Weijun Xie
  • Subhash Sarin
    • Categories Applications - OR and Management Sciences Tags , , , ,

    This paper studies a multi-product newsvendor problem with customer-driven demand substitution, where each product, once run out of stock, can be proportionally substituted by the others. This problem has been widely studied in the literature, however, due to nonconvexity and intractability, only limited analytical properties have been reported and no efficient approaches have been proposed. … Read more