Online Sequential Optimization with Biased Gradients: Theory and Applications to Censored Demand

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Publication:2967620


DOI10.1287/ijoc.2013.0553zbMath1356.90106MaRDI QIDQ2967620

Woonghee Tim Huh, Paat Rusmevichientong

Publication date: 1 March 2017

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/5e855a7bfb2e16ff157f6f680160e2548370eb26


90C25: Convex programming

90C15: Stochastic programming

90B05: Inventory, storage, reservoirs


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