Technical note -- robust newsvendor games with ambiguity in demand distributions

DOI10.1287/OPRE.2019.1955zbMATH Open1455.91021OpenAlexW3037511858MaRDI QIDQ3387952FDOQ3387952

Authors: Xuan Vinh Doan, Tri-Dung Nguyen 

Publication date: 8 January 2021

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

Full work available at URL: https://doi.org/10.1287/opre.2019.1955

Recommendations

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zbMATH Keywords

stabilitycooperative gamesrobust optimizationnewsvendor gamesuncertain payoffs

Mathematics Subject Classification ID

Cooperative games (91A12) Robustness in mathematical programming (90C17)

Cites Work

• Robust optimization
• Title not available (Why is that?)
• Linear Multiple Objective Problems with Interval Coefficients
• Multicriteria Optimization
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• Cores of inventory centralization games
• On the complexity of nonoverlapping multivariate marginal bounds for probabilistic combinatorial optimization problems
• A stochastic programming duality approach to inventory centralization games
• The newsvendor game has a nonempty core
• Dynamic realization games in newsvendor inventory centralization
• Stochastic cooperative games: Superadditivity, convexity, and certainty equivalents
• Cooperative games with stochastic payoffs
• Stochastic linear programming games with concave preferences
• Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts
• Allocation processes in cooperative games
• Robust dynamic cooperative games
• CORES OF STOCHASTIC COOPERATIVE GAMES WITH STOCHASTIC ORDERS
• Bounds for functions of dependent risks
• CONVEXITY IN STOCHASTIC COOPERATIVE SITUATIONS
• Title not available (Why is that?)
• Dynamic linear programming games with risk-averse players
• Large newsvendor games
• Cooperative games with incomplete information: some open problems
• Robustness to dependency in portfolio optimization using overlapping marginals

Cited In (4)

• Large newsvendor games
• Recovery from demand disruption: two-stage financing strategy for a capital-constrained supply chain under uncertainty
• The newsvendor game has a nonempty core
• Technical Note—A Risk- and Ambiguity-Averse Extension of the Max-Min Newsvendor Order Formula

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