The value of the right distribution in stochastic programming with application to a Newsvendor problem
From MaRDI portal
(Redirected from Publication:2010381)
Recommendations
- Newsvendor optimization with limited distribution information
- Expected Value of Distribution Information for the Newsvendor Problem
- How larger demand variability may lead to lower costs in the Newsvendor problem
- The distribution-free newsboy problem under the worst-case and best-case scenarios
- Controlling risk and demand ambiguity in newsvendor models
Cites work
- scientific article; zbMATH DE number 2126322 (Why is no real title available?)
- scientific article; zbMATH DE number 2121076 (Why is no real title available?)
- scientific article; zbMATH DE number 3257962 (Why is no real title available?)
- A Robust Optimization Approach to Inventory Theory
- A hierarchy of bounds for stochastic mixed-integer programs
- Aggregation and discretization in multistage stochastic programming
- Ambiguity in portfolio selection
- Analyzing the quality of the expected value solution in stochastic programming
- Assessing solution quality in stochastic programs
- Bounds and approximations for multistage stochastic programs
- Bounds in multistage linear stochastic programming
- Distributionally robust multi-item newsvendor problems with multimodal demand distributions
- Distributionally robust optimization and its tractable approximations
- Fundamentals of probability. A first course
- Guaranteed bounds for general nondiscrete multistage risk-averse stochastic optimization programs
- Introduction to stochastic programming.
- Minimax analysis of stochastic problems
- Modeling with stochastic programming.
- Monotonic bounds in multistage mixed-integer stochastic programming
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- Multistage stochastic optimization
- On a Class of Minimax Stochastic Programs
- On distributionally robust multiperiod stochastic optimization
- On the number of stages in multistage stochastic programs
- Quantitative Stability in Stochastic Programming: The Method of Probability Metrics
- Risk, ambiguity and the Savage axioms
- Stability analysis for stochastic programs
- Stability in Two-Stage Stochastic Programming
- Stochastic optimization models for a bike-sharing problem with transshipment
- The value of the stochastic solution in stochastic linear programs with fixed recourse
- Theory and applications of robust optimization
- Which uncertainty is important in multistage stochastic programmes? A case from maritime transportation
Cited in
(3)
This page was built for publication: The value of the right distribution in stochastic programming with application to a Newsvendor problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2010381)
