Newsvendor-type models with decision-dependent uncertainty
From MaRDI portal
Publication:1935947
DOI10.1007/s00186-012-0396-3zbMath1261.91014OpenAlexW1968629721MaRDI QIDQ1935947
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
Related Items (7)
Learning and Pricing with Models That Do Not Explicitly Incorporate Competition ⋮ Coupled Learning Enabled Stochastic Programming with Endogenous Uncertainty ⋮ 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 ⋮ Distributionally robust optimization with decision dependent ambiguity sets ⋮ Decision-based model selection ⋮ Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets
Cites Work
- Unnamed Item
- Martingales and the Robbins-Monro procedure in \(D[0,1\)]
- An inventory model for deteriorating items with stock-dependent demand rate
- Response surface methodology's steepest ascent and step size revisited
- A practical inventory control policy using operational statistics
- On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs
- Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
- On a Data-Driven Method for Staffing Large Call Centers
- Dynamic Pricing Without Knowing the Demand Function: Risk Bounds and Near-Optimal Algorithms
- Note: The Newsvendor Model with Endogenous Demand
- “Stack Them High, Let ’em Fly”: Lot-Sizing Policies When Inventories Stimulate Demand
- Optimal Markdown Pricing: Implications of Inventory Display Formats in the Presence of Strategic Customers
- Models of the Spiral-Down Effect in Revenue Management
- On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling
- The Censored Newsvendor and the Optimal Acquisition of Information
- An invariance principle for the Robbins-Monro process in a Hilbert space
- Introduction to Stochastic Search and Optimization
- Quantitative Stability in Stochastic Programming: The Method of Probability Metrics
- A stochastic inventory model with stock dependent demand items.
This page was built for publication: Newsvendor-type models with decision-dependent uncertainty