The Decision Rule Approach to Optimisation under Uncertainty: Methodology and Applications in Operations Management
The Decision Rule Approach to Optimisation under Uncertainty: Methodology and Applications in Operations Management
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不确定性下优化的决策规则方法：运营管理中的方法论和应用
DOI：
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发表时间：
2011
期刊：
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通讯作者：
D. Kuhn
中科院分区：
文献类型：
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作者：
A. Georghiou;W. Wiesemann;D. Kuhn
不确定性决策在运筹学中有着悠久而杰出的历史。然而，大多数现有的解决方案的技术遭受灾难的维度，这限制了他们的应用程序，以中小型问题，或者他们依赖于简化建模假设（例如，没有追索行动）。最近，提出了一种新的解决方案的技术，我们称之为决策规则的方法。决策规则方法通过逼近决策问题的可行域，在不改变问题基本结构的前提下，实现问题的易处理性。在本文中，我们调查的主要理论成果，这种方法，我们调查其在运营管理中的潜力。
Decision-making under uncertainty has a long and distinguished history in operations research. However, most of the existing solution techniques suffer from the curse of dimensionality, which restricts their application to small and medium-sized problems, or they rely on simplifying modelling assumptions (e.g. absence of recourse actions). Recently, a new solution technique has been proposed, which we refer to as the decision rule approach. By approximating the feasible region of the decision problem, the decision rule approach aims to achieve tractability without changing the fundamental structure of the problem. In this paper, we survey the major theoretical results relating to this approach, and we investigate its potential in operations management.