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An Adaptive, Distribution-Free Algorithm for the Newsvendor Problem with Censored Demands, with Applications to Inventory and Distribution
5 references·16 citing·41 second hop
An Adaptive, Distribution-Free Algorithm for the Newsvendor Problem with Censored Demands, with Applications to Inventory and Distribution (2001)An Adaptive, Distribution-Free Algorithm …Stochastic Programming (2010)Stochastic ProgrammingThe single-period (news-vendor) problem: literature review and suggestions for future research (1999)The single-period (news-vendo…Stochastic Programming (1995)Stochastic ProgrammingScenarios and Policy Aggregation in Optimization Under Uncertainty (1991)Scenarios and Policy Aggregat…Numerical Techniques for Stochastic Optimization (1988)Numerical Techniques for Stoc…Nonparametric Learning Algorithms for Joint Pricing and Inventory Control with Lost Sales and Censored Demand (2021)Nonparametric Learning Algori…Marrying Stochastic Gradient Descent with Bandits: Learning Algorithms for Inventory Systems with Fixed Costs (2021)Marrying Stochastic Gradient …A data-driven newsvendor problem: From data to decision (2019)A data-driven newsvendor prob…Technical Note—Perishable Inventory Systems: Convexity Results for Base-Stock Policies and Learning Algorithms Under Censored Demand (2018)Technical Note—Perishable Inv…Dynamic Procurement of New Products with Covariate Information: The Residual Tree Method (2018)Dynamic Procurement of New Pr…Approximate dynamic programming for lateral transshipment problems in multi-location inventory systems (2017)Approximate dynamic programmi…Technical Note—Nonparametric Data-Driven Algorithms for Multiproduct Inventory Systems with Censored Demand (2016)Technical Note—Nonparametric …The Big Data Newsvendor: Practical Insights from Machine Learning (2015)The Big Data Newsvendor: Prac…Demand Estimation and Ordering Under Censoring: Stock-Out Timing Is (Almost) All You Need (2014)Demand Estimation and Orderin…On Implications of Demand Censoring in the Newsvendor Problem (2013)On Implications of Demand Cen…Adaptive Data-Driven Inventory Control with Censored Demand Based on Kaplan-Meier Estimator (2011)Adaptive Data-Driven Inventor…Robust Controls for Network Revenue Management (2009)Robust Controls for Network R…Robust Approximation to Multiperiod Inventory Management (2009)Robust Approximation to Multi…An Adaptive Algorithm for Finding the Optimal Base-Stock Policy in Lost Sales Inventory Systems with Censored Demand (2009)An Adaptive Algorithm for Fin…A Nonparametric Asymptotic Analysis of Inventory Planning with Censored Demand (2009)A Nonparametric Asymptotic An…Stochastic programming and scenario generation within a simulation framework: An information systems perspective (2006)Stochastic programming and sc…The Distribution Free Newsboy Problem: Review and Extensions (1993)Foundations of Inventory Management (2000)The Theory and Practice of Revenue Management (2004)Analysis of Inventory Systems. (1964)Optimal Lot Sizing, Process Quality Improvement and Setup Cost Reduction (1986)Inventory management and production planning and scheduling (1999)A Newsvendor’s Procurement Problem when Suppliers Are Unreliable (2007)Strategic Customer Behavior, Commitment, and Supply Chain Performance (2008)The newsvendor problem: Review and directions for future research (2010)Time Series Analysis: Forecasting and Control (1977)Robust Convex Optimization (1998)The Price of Robustness (2004)A survey of adjustable robust optimization (2018)Adaptive Distributionally Robust Optimization (2018)Frameworks and Results in Distributionally Robust Optimization (2022)Finite-time Analysis of the Multiarmed Bandit Problem (2002)Online convex programming and generalized infinitesimal gradient ascent (2003)Non-Stationary Stochastic Optimization (2015)Forecasting with artificial neural networks: (1998)Another look at measures of forecast accuracy (2006)Automatic Time Series Forecasting: The forecast Package for R (2008)From predictive to prescriptive analytics: A data-driven multi-item newsvendor model (2020)Inventory – forecasting: Mind the gap (2021)A survey of contextual optimization methods for decision-making under uncertainty (2024)Chance-Constrained Programming (1959)Robust solutions of uncertain linear programs (1999)Lectures on Stochastic Programming: Modeling and Theory (2009)An analog of the minimax theorem for vector payoffs (1956)Optimal Policy for a Multi-Product, Dynamic, Nonstationary Inventory Problem (1965)Prediction, Learning, and Games (2006)Applying deep learning to the newsvendor problem (2019)Closing the Gap: A Learning Algorithm for Lost-Sales Inventory Systems with Lead Times (2019)Dual decomposition in stochastic integer programming (1999)Scenarios for Multistage Stochastic Programs (2000)Optimization under uncertainty: state-of-the-art and opportunities (2003)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)The empirical behavior of sampling methods for stochastic programming (2006)A unified framework for stochastic optimization (2018)Portfolio optimization with conditional value-at-risk objective and constraints (2001)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Data-driven chance constrained stochastic program (2015)
this work references cited by second hop

References

  • 2010Stochastic Programming2,228 cited
  • 1991Scenarios and Policy Aggregation in Optimization Under Uncertainty1,341 cited
  • 1995Stochastic Programming931 cited
  • 1999The single-period (news-vendor) problem: literature review and suggestions for future research910 cited
  • 1988Numerical Techniques for Stochastic Optimization632 cited

Cited by

  • 2009A Nonparametric Asymptotic Analysis of Inventory Planning with Censored Demand220 cited
  • 2009Robust Approximation to Multiperiod Inventory Management195 cited
  • 2011Adaptive Data-Driven Inventory Control with Censored Demand Based on Kaplan-Meier Estimator182 cited
  • 2013On Implications of Demand Censoring in the Newsvendor Problem177 cited
  • 2019A data-driven newsvendor problem: From data to decision151 cited
  • 2009Robust Controls for Network Revenue Management105 cited
  • 2006Stochastic programming and scenario generation within a simulation framework: An information systems perspective102 cited
  • 2018Dynamic Procurement of New Products with Covariate Information: The Residual Tree Method96 cited
  • 2015The Big Data Newsvendor: Practical Insights from Machine Learning90 cited
  • 2009An Adaptive Algorithm for Finding the Optimal Base-Stock Policy in Lost Sales Inventory Systems with Censored Demand

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88 cited
  • 2021Nonparametric Learning Algorithms for Joint Pricing and Inventory Control with Lost Sales and Censored Demand85 cited
  • 2016Technical Note—Nonparametric Data-Driven Algorithms for Multiproduct Inventory Systems with Censored Demand84 cited
  • 2014Demand Estimation and Ordering Under Censoring: Stock-Out Timing Is (Almost) All You Need83 cited
  • 2017Approximate dynamic programming for lateral transshipment problems in multi-location inventory systems75 cited
  • 2018Technical Note—Perishable Inventory Systems: Convexity Results for Base-Stock Policies and Learning Algorithms Under Censored Demand74 cited
  • 2021Marrying Stochastic Gradient Descent with Bandits: Learning Algorithms for Inventory Systems with Fixed Costs72 cited