UCB-type learning algorithms with Kaplan-Meier estimator for lost-sales inventory models with lead times

DOI10.1287/OPRE.2022.0273MaRDI QIDQ6598900zbMATH OpenFDO

Authors Chengyi Lyu, Huanan Zhang, Linwei Xin

Publication date 5 September 2024

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/OPRE.2022.0273

zbMATH Keywords

capped base-stock policycensored demandKaplan-Meier estimatorlearning algorithmlost sales

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05)

Recommendations

• An adaptive algorithm for finding the optimal base-stock policy in lost sales inventory systems with censored demand
• Technical note: Perishable inventory systems: convexity results for base-stock policies and learning algorithms under censored demand
• Learning in structured MDPs with convex cost functions: improved regret bounds for inventory management
• Nonparametric learning algorithms for joint pricing and inventory control with lost sales and censored demand
• Adaptive data-driven inventory control with censored demand based on Kaplan-Meier estimator

Cited in

(1)

• Zero-shot generalization in inventory management: train, then estimate and decide

This page was built for publication: UCB-type learning algorithms with Kaplan-Meier estimator for lost-sales inventory models with lead times

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6598900)