13th World Multi-Conference on Systemics, Cybernetics and Informatics, WMSCI 2009, Jointly with the 15th International Conference on Information Systems Analysis and Synthesis, ISAS 2009, Orlando, FL, United States Of America, 10 - 13 July 2009, vol.2, pp.123-126
This article presents a risk-averse approach to Response Surface Methodology, which explicitly deals with random environments. We introduced the steps of this approach and applied these steps to an inventory optimization problem; the numerical results we obtained were encouraging.