Time (in)consistency of multistage distributionally robust inventory models with moment constraints
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Publication:2029289
DOI10.1016/j.ejor.2020.07.041zbMath1487.90060arXiv1304.3074MaRDI QIDQ2029289
Publication date: 3 June 2021
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.3074
dynamic programming; inventory; supply chain management; time consistency; rectangularity; base-stock policy; moment constraints; multistage distributionally robust optimization; news vendor
90C15: Stochastic programming
90B05: Inventory, storage, reservoirs
90C39: Dynamic programming
90C17: Robustness in mathematical programming