The present paper addresses an effective cyber defense model by applying information fusion based game theoretical approaches‎. ‎In the present paper, we are trying to improve previous models by applying stochastic optimal control and robust optimization techniques‎. ‎Jump processes are applied to model different and complex situations in cyber games‎. ‎Applying jump processes we propose some m...

in this paper, we consider a multi-site production planning problem subject to uncertainty in demand and workforce expenses. in our new mathematical model, we presented a production planning system considering failure in rework and breakdown. we also survey human workforce allocation and its expenses which are considered uncertain due to some tradeoff between company’s benefits and workforce :u...

Garbage is one of the environmental problems. The process transporting garbage sometimes occurs delays such as congestion and engine failure. Robust optimization model called a robust counterpart open capacitated vehicle routing problem (RCOCVRP) with time windows was formulated to get over this delays. This has limitation capacity an uncertainty waste volume travel time. RCOCVRP solved by heur...

efficient and on-time maintenance plays a crucial role inreducing cost and increasing the market share of an industrial unit. preventivemaintenance is a broad term that encompasses a set of activitiesaimed at improving the overall reliability and availability of a systembefore machinery breakdown. the previous studies have addressed thescheduling of preventive maintenance. these studies have co...

in this paper, firstly by using a mixed linear programming a new model of locating facilities with limited capacity is presented to design a closed-loop supply chain in a multi-product and multi-period mode. then, using a robust optimization approach, the proposed model decreases in non-deterministic expansion. the results show that the proposed model can handle facility capacity in a closed lo...

We introduce three distinct, yet equivalent, optimization procedures for the Fourier Spectral Method which increase its accuracy. This optimization procedure also allows us to uniquely define the error for the cases which are not exactly solvable, and this error matches closely its counterpart for the cases which are exactly solvable. Moreover, this method is very simple to program, fast, extre...

W propose the use of robust optimization (RO) as a powerful methodology for multiperiod stochastic operations management problems. In particular, we study a two-echelon multiperiod supply chain problem, known as the retailer-supplier flexible commitment (RSFC) problem with uncertain demand that is only known to reside in some uncertainty set. We adopt a min-max criterion, whereby the cost funct...

The radius of robust feasibility provides a numerical value for the largest possible uncertainty set that guarantees an uncertain linear conic program. This determines when feasible is non-empty. Otherwise, counterpart program not well defined as optimization problem. In this paper, we address key fundamental question optimization: How to compute programs, including programs? We first provide c...

<p style='text-indent:20px;'>In this paper, we survey the primary research on theory and applications of distributionally robust optimization (DRO). We start with reviewing modeling power computational attractiveness DRO approaches, induced by ambiguity sets structure tractable counterpart reformulations. Next, summarize efficient solution methods, out-of-sample performance guarantee, con...