Sharif University of Technology Scientia Iranica 1026-3098 22 3 2015 06 01 Robust economic-statistical design of multivariate exponentially weighted moving average control chart under uncertainty with intervaldata Robust economic-statistical design of multivariate exponentially weighted moving average control chart under uncertainty with intervaldata 1189 1202 3711 EN Amirhossein Amiri Industrial Engineering Department, Faculty of Engineering, Shahed University, Tehran, P.O. Box ‎‎18151-159, Iran‎ Anahita Sherbaf Moghaddam Industrial Engineering Department, Faculty of Engineering, Shahed University, Tehran, P.O. Box ‎‎18151-159, Iran‎ Zahra Aghababaee Industrial Engineering Department, Sharif University of Technology, Tehran, P.O. Box 11155-‎‎9414, Iran Journal Article 2014 07 16 The cost parameters in economic-statistical models of control charts are usually assumed to be deterministic in the literature. Considering uncertainty in the cost parameters of control charts is very common in application. So, several researchers used scenario-based approach for robust economic-statistical design of control charts. In this paper, we specifically concentrate on the multivariate exponentially weighted moving average (MEWMA) control chart and consider interval uncertainty in the cost parameters of the MEWMA control chart and develop a robust economic-statistical design of the MEWMA control chart by using interval robust optimization technique. Meanwhile, the Lorenzen and Vance cost function is used and to calculate the average run length criterion, the Markov chain approach is applied. Then, genetic algorithm for obtaining optimal solution of the proposed robust model is used and effectiveness ofthis model is illustratedthrough a numerical example. Also, a comparison with certain situation of the cost parameters is performed. Finally, a sensitivity analysis is done to investigate the effect of changing the intervals of cost parameters of the Lorenzen and Vance model on the optimal solutions. Furthermore, a sensitivity analysis on the other certain cost parameters of the Lorenzen and Vance model is done. https://scientiairanica.sharif.edu/article_3711_fe93cd5407f7ec16dbd72d88a0c6eaa7.pdf