Technical Note—Time Inconsistency of Optimal Policies of Distributionally Robust Inventory Models

DOI10.1287/opre.2019.1932zbMath1455.90014OpenAlexW3036594192MaRDI QIDQ5144782

Linwei Xin, Alexander Shapiro

Publication date: 19 January 2021

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.2019.1932

zbMATH Keywords

inventory modeldistributional robustnesstime consistencyspectral risk measuresbase-stock policymoment constraintsstrictly monotone

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05)

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