Provably near-optimal sampling-based algorithms for stochastic inventory control models

DOI10.1145/1132516.1132619MaRDI QIDQ2931434zbMATH OpenOpenAlexFDO

Authors Retsef Levi, Robin Roundy, David B. Shmoys

Publication date 25 November 2014

Published in Proceedings of the thirty-eighth annual ACM symposium on Theory of Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/1132516.1132619

zbMATH Keywords

approximation algorithmsblack boxinventory problemssampling-based algorithms

Mathematics Subject Classification ID

Approximation algorithms (68W25) Inventory, storage, reservoirs (90B05) Stochastic programming (90C15)

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(15)

• Inventory models under uncertainty: An adaptive approach
• Constraint programming for stochastic inventory systems under shortage cost
• Fully polynomial time (,)-approximation schemes for continuous nonlinear newsvendor and continuous stochastic dynamic programs
• Approximating the nonlinear newsvendor and single-item stochastic lot-sizing problems when data is given by an oracle
• A fully polynomial-time approximation scheme for single-item stochastic inventory control with discrete demand
• Using Stochastic Approximation Methods to Compute Optimal Base-Stock Levels in Inventory Control Problems
• Sample Path Derivatives for (s, S) Inventory Systems
• An adjustable sample average approximation algorithm for the stochastic production-inventory-routing problem
• scientific article; zbMATH DE number 6133034 (Why is no real title available?)
• Technical note -- Data-driven newsvendor problem: performance of the sample average approximation
• Stochastic Control Framework for Determining Feasible Alternatives in Sampling Allocation
• Sampling-based approximation schemes for capacitated stochastic inventory control models
• Approximation Algorithms for Stochastic Inventory Control Models
• Provably Near-Optimal Sampling-Based Policies for Stochastic Inventory Control Models
• A sampling-based matheuristic for the continuous-time stochastic inventory routing problem with time-windows

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