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

DOI10.1287/OPRE.2019.1955MaRDI QIDQ3387952zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stabilitycooperative gamesrobust optimizationnewsvendor gamesuncertain payoffs

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3139280 (Why is no real title available?)
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• scientific article; zbMATH DE number 3067835 (Why is no real title available?)
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• Dynamic realization games in newsvendor inventory centralization
• Large newsvendor games
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• Multicriteria Optimization
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• Robust optimization
• Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts
• Robustness to dependency in portfolio optimization using overlapping marginals
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• Stochastic linear programming games with concave preferences
• The newsvendor game has a nonempty core

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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