The newsvendor under demand ambiguity: combining data with moment and tail information
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Publication:2806068
DOI10.1287/OPRE.2015.1454zbMATH Open1336.90053OpenAlexW3124405191MaRDI QIDQ2806068FDOQ2806068
Authors: Soroush Saghafian, Brian Tomlin 
Publication date: 13 May 2016
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/e9d7ac05f461ead9a011198438855eb9b93f9c47
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Management decision making, including multiple objectives (90B50) Decision theory (91B06) Inventory, storage, reservoirs (90B05)
Cites Work
- On the consistency of Bayes estimates
- A maximum entropy approach to the newsvendor problem with partial information
- Information Theory and Statistical Mechanics
- Regret in the Newsvendor Model with Partial Information
- The Distribution Free Newsboy Problem: Review and Extensions
- A Smooth Model of Decision Making under Ambiguity
- Recursive smooth ambiguity preferences
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- The sample average approximation method for stochastic discrete optimization
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- The consistency of posterior distributions in nonparametric problems
- An adaptive, distribution-free algorithm for the newsvendor problem with censored demands, with applications to inventory and distribution
- Information-theoretic asymptotics of Bayes methods
- On Bayes procedures
- Robust Mean-Covariance Solutions for Stochastic Optimization
- Monte Carlo sampling approach to stochastic programming
- A practical inventory control policy using operational statistics
- Bayes Solutions of the Statistical Inventory Problem
- Provably Near-Optimal Sampling-Based Policies for Stochastic Inventory Control Models
- Adaptive data-driven inventory control with censored demand based on Kaplan-Meier estimator
- Stalking information: Bayesian inventory management with unobserved lost sales
- A nonparametric asymptotic analysis of inventory planning with censored demand
- Bayes Solution to Dynamic Inventory Models Under Unknown Demand Distribution
- Newsvendor optimization with limited distribution information
- The data-driven newsvendor problem: new bounds and insights
- Solving operational statistics via a Bayesian analysis
Cited In (16)
- A maximum entropy approach to the newsvendor problem with partial information
- Robust newsvendor problems with compound Poisson demands
- Ambiguous partially observable Markov decision processes: structural results and applications
- Maximum entropy distributions with quantile information
- Data-driven optimization models for inventory and financing decisions in online retailing platforms
- Can accessing much data reshape the theory? Inventory theory under the challenge of data-driven systems
- The data-driven newsvendor problem: new bounds and insights
- The Discrete Moment Problem with Nonconvex Shape Constraints
- Solving operational statistics via a Bayesian analysis
- Protecting the data-driven newsvendor against rare events: a correction-term approach
- Mechanism design in a supply chain with ambiguity in private information
- Compensating for dynamic supply disruptions: backup flexibility design
- Regret in the Newsvendor Model with Partial Information
- Optimal hazard models based on partial information
- Robust decisions for regulated sustainable manufacturing with partial demand information: mandatory emission capacity versus emission tax
- Title not available (Why is that?)
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