한국해양대학교

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평균-분산 최적화 모형을 이용한 로버스트 선박운항일정계획

Title
평균-분산 최적화 모형을 이용한 로버스트 선박운항일정계획
Alternative Title
A Robust Ship Scheduling based on Mean-Variance Optimization Model
Author(s)
박나래
Publication Year
2014
Publisher
한국해양대학교
URI
http://kmou.dcollection.net/jsp/common/DcLoOrgPer.jsp?sItemId=000002176114
http://repository.kmou.ac.kr/handle/2014.oak/10458
Abstract
Given a set of available carriers under control, and a set of cargoes to be transported from origin to destination, a robust ship scheduling to minimize a mean-variance objective function with a required level of profit can be modeled as a quadratic programming problem. The Single index model is used to calculate the variance-covariance matrix efficiently. Computational experiments concerning relevant maritime transportation problems are performed on randomly generated configurations of tanker scheduling in bulk trade and some significant results are reported. The results of experiments confirm that the model is validated and its effectiveness is satisfactorily demonstrated.
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해운경영학과 > Thesis
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