Probability-free solutions to the non-stationary newsvendor problem

DOI10.1007/s10479-014-1620-8zbMath1308.90082OpenAlexW2017305711WikidataQ62046664 ScholiaQ62046664MaRDI QIDQ2259048

Yong Zhang, Wei-Guo Zhang, Vladimir Vovk

Publication date: 27 February 2015

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-014-1620-8

zbMATH Keywords

online learningswitching strategyweak aggregating algorithmdistribution-free inventory strategy

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Applications of game theory (91A80) Management decision making, including multiple objectives (90B50) Approximation methods and heuristics in mathematical programming (90C59) Rationality and learning in game theory (91A26) Marketing, advertising (90B60)

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