Technical Note—Time Inconsistency of Optimal Policies of Distributionally Robust Inventory Models
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Publication:5144782
DOI10.1287/opre.2019.1932zbMath1455.90014MaRDI QIDQ5144782
Publication date: 19 January 2021
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2019.1932
inventory model; distributional robustness; time consistency; spectral risk measures; base-stock policy; moment constraints; strictly monotone
90B05: Inventory, storage, reservoirs
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