Non-parametric generalised newsvendor model

DOI10.1007/s10479-022-05112-5zbMath1516.90005arXiv2106.15865OpenAlexW3173886823MaRDI QIDQ6099404

Sujay K. Mukhoti, Soham Ghosh

Publication date: 20 June 2023

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

Full work available at URL: https://arxiv.org/abs/2106.15865

zbMATH Keywords

stochastic programmingMonte Carlo simulationstrong consistencynewsvendor problemnonlinear optimisationnon-parametric estimation

Mathematics Subject Classification ID

Stochastic programming (90C15) Inventory, storage, reservoirs (90B05)

Cites Work

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• The Big Data Newsvendor: Practical Insights from Machine Learning
• A distribution-free newsvendor problem with nonlinear holding cost
• Linear Statistical Inference and its Applications

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