Weak aggregating algorithm for the distribution-free perishable inventory problem

DOI10.1016/J.ORL.2010.09.006MaRDI QIDQ614028zbMATH OpenOpenAlexWikidataFDO

Authors Tatsiana Levina, Yuri Levin, Jeff McGill, Mikhail Nediak, Vladimir Vovk

Publication date 23 December 2010

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

Full work available at URL https://doi.org/10.1016/j.orl.2010.09.006

zbMATH Keywords

aggregating algorithmnewsvendor problemonline learning

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05)

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Cites work

• A nonparametric asymptotic analysis of inventory planning with censored demand
• A practical inventory control policy using operational statistics
• Analysis of Perishable-Inventory Systems with Censored Demand Data
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Competitive On-line Statistics
• Distribution free bounds for service constrained (Q, r) inventory systems
• scientific article; zbMATH DE number 3130649 (Why is no real title available?)
• Prediction, Learning, and Games
• Provably Near-Optimal Sampling-Based Policies for Stochastic Inventory Control Models
• Solving operational statistics via a Bayesian analysis
• The weak aggregating algorithm and weak mixability

Cited in

(12)

• Review of inventory systems with deterioration since 2001
• Dynamic cyber risk estimation with competitive quantile autoregression
• Universal portfolio selection strategy by aggregating online expert advice
• Online ordering rules for the multi-period newsvendor problem with quantity discounts
• Probability-free solutions to the non-stationary newsvendor problem
• A two-product, multi-period nonstationary newsvendor problem with budget constraint
• Distribution-free solutions to the extended multi-period newsboy problem
• Competitive strategies for two-product, multi-period stationary newsvendor problem with budget constraint
• Online ordering policies for a two-product, multi-period stationary newsvendor problem
• Risk-adjusted exponential gradient strategies for online portfolio selection
• Weak aggregating algorithm for prediction with expert advice and adversarial bandit frameworks
• Aggregating expert advice strategy for online portfolio selection with side information

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