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Robust Stochastic Lot‐Sizing by Means of Histograms
16 references·16 citing·28 second hopsampled
Robust Stochastic Lot‐Sizing by Means of Histograms (2013)Robust Stochastic Lot‐Sizing by Means of …Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Distributionally Robust Optim…A Nonparametric Asymptotic Analysis of Inventory Planning with Censored Demand (2009)A Nonparametric Asymptotic An…Regret in the Newsvendor Model with Partial Information (2008)Regret in the Newsvendor Mode…A Robust Optimization Approach to Inventory Theory (2006)A Robust Optimization Approac…Robust Dynamic Programming (2005)Robust Dynamic ProgrammingRobust Control of Markov Decision Processes with Uncertain Transition Matrices (2005)Robust Control of Markov Deci…A Min-Max Solution of an Inventory Problem (2005)A Min-Max Solution of an Inve…The Price of Robustness (2004)The Price of RobustnessCoordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Finite Horizon Case (2004)Coordinating Inventory Contro…Foundations of Stochastic Inventory Theory (2002)Foundations of Stochastic Inv…Robust solutions of Linear Programming problems contaminated with uncertain data (2000)Robust solutions of Linear Pr…Foundations of Inventory Management (2000)Foundations of Inventory Mana…Robust Convex Optimization (1998)Robust Convex OptimizationRobust Discrete Optimization and Its Applications (1997)Robust Discrete Optimization …The Distribution Free Newsboy Problem: Review and Extensions (1993)The Distribution Free Newsboy…Zur Theorie der Gesellschaftsspiele (1928)Zur Theorie der Gesellschafts…Distributionally Robust Optimization: A review on theory and applications (2021)Distributionally Robust Optim…Time (in)consistency of multistage distributionally robust inventory models with moment constraints (2020)Time (in)consistency of multi…A Review of Robust Operations Management under Model Uncertainty (2020)A Review of Robust Operations…Prescriptive Analytics for Flexible Capacity Management (2019)Prescriptive Analytics for Fl…Near-Optimal Bayesian Ambiguity Sets for Distributionally Robust Optimization (2019)Near-Optimal Bayesian Ambigui…Robust empirical optimization is almost the same as mean–variance optimization (2018)Robust empirical optimization…Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity (2018)Risk-Averse Two-Stage Stochas…Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (2018)Identifying effective scenari…Distributionally robust SDDP (2018)Distributionally robust SDDPOptimizing ( s, S ) policies for multi-period inventory models with demand distribution uncertainty: Robust dynamic programing approaches (2017)Optimizing ( s, S ) policies …Inventory Management Based on Target-Oriented Robust Optimization (2016)Inventory Management Based on…Distributionally Robust Optimization of Two‐Stage Lot‐Sizing Problems (2016)Distributionally Robust Optim…Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (2016)Computationally Tractable Cou…Data-Driven Stochastic Programming Using Phi-Divergences (2015)Data-Driven Stochastic Progra…Confidence-based optimisation for the newsvendor problem under binomial, Poisson and exponential demand (2014)Confidence-based optimisation…Safe Approximations of Ambiguous Chance Constraints Using Historical Data (2012)Safe Approximations of Ambigu…Studies in Mathematical Theory of Inventory and Production (1959)Optimization of conditional value-at-risk (2000)Recent advances in robust optimization: An overview (2013)Distributionally Robust Convex Optimization (2014)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Robust solutions of uncertain linear programs (1999)Robust optimization ? methodology and applications (2002)Convex Approximations of Chance Constrained Programs (2006)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Analysis of Inventory Systems. (1964)Production and inventory management (1983)Distributionally Robust Optimization and Its Tractable Approximations (2010)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)Optimal Policies for a Multi-Echelon Inventory Problem (1960)Optimal Policies for a Multi-Echelon Inventory Problem (2004)Selected topics in robust convex optimization (2007)Theory and Applications of Robust Optimization (2010)Perspectives in supply chain risk management (2006)Bounded Rationality in Newsvendor Models (2008)Sharing Demand Information in Competing Supply Chains with Production Diseconomies (2011)The Value of Information Sharing in a Two-Level Supply Chain (2000)Lectures on Stochastic Programming: Modeling and Theory (2009)A Social Equilibrium Existence Theorem* (1952)Evolutionary games on graphs (2007)Multiagent systems: algorithmic, game-theoretic, and logical foundations (2009)Project scheduling under uncertainty: Survey and research potentials (2004)A General, Analytic Method for Generating Robust Strategies and Narrative Scenarios (2006)Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)
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References

  • 2004The Price of Robustness4,620 cited
  • 1998Robust Convex Optimization2,606 cited
  • 1928Zur Theorie der Gesellschaftsspiele2,580 cited
  • 2010Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems1,910 cited
  • 2000Foundations of Inventory Management1,856 cited
  • 2000Robust solutions of Linear Programming problems contaminated with uncertain data1,745 cited
  • 1997Robust Discrete Optimization and Its Applications1,172 cited
  • 1993The Distribution Free Newsboy Problem: Review and Extensions803 cited
  • 2002Foundations of Stochastic Inventory Theory716 cited
  • 2006A Robust Optimization Approach to Inventory Theory708 cited
  • 2005Robust Control of Markov Decision Processes with Uncertain Transition Matrices700 cited
  • 2005Robust Dynamic Programming579 cited
  • 2005A Min-Max Solution of an Inventory Problem552 cited
  • 2004Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Finite Horizon Case452 cited
  • 2008Regret in the Newsvendor Model with Partial Information356 cited
  • 2009

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A Nonparametric Asymptotic Analysis of Inventory Planning with Censored Demand
220 cited

Cited by

  • 2015Data-Driven Stochastic Programming Using Phi-Divergences186 cited
  • 2021Distributionally Robust Optimization: A review on theory and applications141 cited
  • 2018Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity120 cited
  • 2020A Review of Robust Operations Management under Model Uncertainty96 cited
  • 2018Robust empirical optimization is almost the same as mean–variance optimization73 cited
  • 2016Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures67 cited
  • 2018Identifying effective scenarios in distributionally robust stochastic programs with total variation distance63 cited
  • 2016Inventory Management Based on Target-Oriented Robust Optimization56 cited
  • 2019Prescriptive Analytics for Flexible Capacity Management53 cited
  • 2017Optimizing ( s, S ) policies for multi-period inventory models with demand distribution uncertainty: Robust dynamic programing approaches52 cited
  • 2019Near-Optimal Bayesian Ambiguity Sets for Distributionally Robust Optimization52 cited
  • 2016Distributionally Robust Optimization of Two‐Stage Lot‐Sizing Problems51 cited
  • 2012Safe Approximations of Ambiguous Chance Constraints Using Historical Data48 cited
  • 2014Confidence-based optimisation for the newsvendor problem under binomial, Poisson and exponential demand42 cited
  • 2018Distributionally robust SDDP42 cited
  • 2020Time (in)consistency of multistage distributionally robust inventory models with moment constraints35 cited