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...

In this paper we focus on robust linear optimization problems with uncertainty regions defined by ø-divergences (for example, chi-squared, Hellinger, Kullback-Leibler). We show how uncertainty regions based on ø-divergences arise in a natural way as confidence sets if the uncertain parameters...

In this study, the problem of scheduling a set of jobs and one uncertain maintenance activity on a single machine, with the objective of minimizing the makespan is addressed. The maintenance activity has a given duration and must be executed within a given time window. Furthermore, duration and...