Newsvendor-type models with decision-dependent uncertainty

DOI10.1007/S00186-012-0396-3MaRDI QIDQ1935947zbMATH OpenOpenAlexFDO

Authors Soonhui Lee, Anton J. Kleywegt, Tito Homem-De-Mello

Publication date 20 February 2013

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00186-012-0396-3

zbMATH Keywords

data-driven optimizationnewsvendor modelstochastic approximation

Mathematics Subject Classification ID

Decision theory (91B06)

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Cites work

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Cited in

(14)

• Decision-based model selection
• Robust multi-product newsvendor model with uncertain demand and substitution
• Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets
• Distributionally robust optimization with decision dependent ambiguity sets
• Decision dependent stochastic processes
• Newsvendor models for innovative products with one-shot decision theory
• Learning and pricing with models that do not explicitly incorporate competition
• scientific article; zbMATH DE number 5164551 (Why is no real title available?)
• Coupled learning enabled stochastic programming with endogenous uncertainty
• scientific article; zbMATH DE number 7296097 (Why is no real title available?)
• Can accessing much data reshape the theory? Inventory theory under the challenge of data-driven systems
• Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data
• A data-driven newsvendor model with unknown demand and supply distribution
• A newsvendor model with fuzzy price-dependent demand

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