Studies on robust mathematical programming arising in management sciences
| Project/Area Number |
25870239
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Multi-year Fund |
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| Research Field |
Mathematical informatics
Social systems engineering/Safety system
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| Research Institution | Yokohama National University |
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Principal Investigator |
Narushima Yasushi 横浜国立大学, 大学院国際社会科学研究院, 准教授 (70453842)
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| Research Collaborator |
YABE Hiroshi
OGASAWARA Hideho
HAYASHI Shunsuke
HIRANO Tatsuya
NAKAYAMA Shummin
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| Project Period (FY) |
2013-04-01 – 2017-03-31
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| Project Status |
Completed (Fiscal Year 2016)
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| Budget Amount *help |
¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
Fiscal Year 2016: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2015: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2014: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2013: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
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| Keywords | 数理最適化 / ロバスト最適化 / 変分不等式問題 / ２次錐相補性問題 / 均衡問題 / サプライチェーンネットワーク / 2次錐相補性問題 / 数理計画法 / 2次錐計画 / 2次錐計画問題 / ロバスト最適化問題 |
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| Outline of Final Research Achievements |
Recently, the change speed of the structure of the information has become fast, as speed of the communication has become fast. In such situations, it is important to form a plan which is robust for uncertainty. Therefore, the robust optimization techniques attract much attentions. In the robust optimization, we optimize costs or profits in the worst case. In this research, robust mathematical optimization problems arising in management sciences. Concretely, we propose robust optimization model in portfolio selections, robust equilibrium models in supply chain networks and robust equilibrium models arising price and quantity competitions.
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Report
(5 results)
Research Products
(24 results)
