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Distributionally robust multi-item newsvendor problems with multimodal demand distributions
16 references·16 citing·27 second hopsampled
Distributionally robust multi-item newsvendor problems with multimodal demand distributions (2014)Distributionally robust multi-item newsve…Distributionally Robust Convex Optimization (2014)Distributionally Robust Conve…Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)Robust Solutions of Optimizat…Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Distributionally Robust Optim…Distributionally Robust Optimization and Its Tractable Approximations (2010)Distributionally Robust Optim…Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management (2009)Worst-Case Conditional Value-…Robust Optimization (2009)Robust OptimizationLectures on Stochastic Programming: Modeling and Theory (2009)Lectures on Stochastic Progra…Lectures on Stochastic Programming (2009)Lectures on Stochastic Progra…Demand Estimation and Assortment Optimization Under Substitution: Methodology and Application (2007)Demand Estimation and Assortm…Dual Stochastic Dominance and Related Mean-Risk Models (2002)Dual Stochastic Dominance and…Optimization of conditional value-at-risk (2000)Optimization of conditional v…Coherent Measures of Risk (1999)Coherent Measures of RiskThe Distribution Free Newsboy Problem: Review and Extensions (1993)The Distribution Free Newsboy…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Analysis of Inventory Systems. (1964)Analysis of Inventory Systems.Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Robust Pricing and Production with Information Partitioning and Adaptation (2022)Robust Pricing and Production…Distributionally Robust Optimization: A review on theory and applications (2021)Distributionally Robust Optim…Robust Stochastic Optimization Made Easy with RSOME (2020)Robust Stochastic Optimizatio…Regret in the Newsvendor Model with Demand and Yield Randomness (2020)Regret in the Newsvendor Mode…Multilocation Newsvendor Problem: Centralization and Inventory Pooling (2020)Multilocation Newsvendor Prob…Multi-period dynamic distributionally robust pre-positioning of emergency supplies under demand uncertainty (2020)Multi-period dynamic distribu…Distributionally Robust Hub Location (2020)Distributionally Robust Hub L…Distribution-Free Inventory Risk Pooling in a Multilocation Newsvendor (2020)Distribution-Free Inventory R…A Review of Robust Operations Management under Model Uncertainty (2020)A Review of Robust Operations…Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning (2019)Wasserstein Distributionally …Controlling risk and demand ambiguity in newsvendor models (2019)Controlling risk and demand a…Profit Sharing Agreements in Decentralized Supply Chains: A Distributionally Robust Approach (2018)Profit Sharing Agreements in …Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (2018)Identifying effective scenari…Green Production Planning and Control for the Textile Industry by Using Mathematical Programming and Industry 4.0 Techniques (2018)Green Production Planning and…Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (2018)Conic Programming Reformulati…Robust newsvendor problem with autoregressive demand (2015)Robust newsvendor problem wit…A Stochastic Approximation Method (1951)Analysis of stochastic dual dynamic programming method (2010)Data-driven chance constrained stochastic program (2015)Theory of games and economic behavior (2019)Frameworks and Results in Distributionally Robust Optimization (2022)Studies in Mathematical Theory of Inventory and Production (1959)Robust Convex Optimization (1998)Recent advances in robust optimization: An overview (2013)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)A Smooth Model of Decision Making under Ambiguity (2005)Introduction to Stochastic Programming (2011)Data-driven robust optimization (2017)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)Conditional value-at-risk for general loss distributions (2002)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)A JOINT ECONOMIC‐LOT‐SIZE MODEL FOR PURCHASER AND VENDOR (1986)Lot Sizing with Random Yields: A Review (1995)The single-period (news-vendor) problem: literature review and suggestions for future research (1999)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality (2010)A Guide to Sample Average Approximation (2014)
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References

  • 1999Coherent Measures of Risk8,849 cited
  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 2000Optimization of conditional value-at-risk6,711 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 2009Robust Optimization3,008 cited
  • 1964Analysis of Inventory Systems.2,345 cited
  • 2010Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems1,910 cited
  • 2009Lectures on Stochastic Programming: Modeling and Theory1,623 cited
  • 2009Lectures on Stochastic Programming1,419 cited
  • 2014Distributionally Robust Convex Optimization952 cited
  • 1993The Distribution Free Newsboy Problem: Review and Extensions803 cited
  • 2012Robust Solutions of Optimization Problems Affected by Uncertain Probabilities752 cited
  • 2010Distributionally Robust Optimization and Its Tractable Approximations668 cited
  • 2009Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management510 cited
  • 2002Dual Stochastic Dominance and Related Mean-Risk Models496 cited
  • 2007Demand Estimation and Assortment Optimization Under Substitution: Methodology and Application

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436 cited

Cited by

  • 2019Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning364 cited
  • 2020Robust Stochastic Optimization Made Easy with RSOME235 cited
  • 2018Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls211 cited
  • 2021Distributionally Robust Optimization: A review on theory and applications141 cited
  • 2020A Review of Robust Operations Management under Model Uncertainty96 cited
  • 2018Green Production Planning and Control for the Textile Industry by Using Mathematical Programming and Industry 4.0 Techniques95 cited
  • 2020Distributionally Robust Hub Location88 cited
  • 2020Multi-period dynamic distributionally robust pre-positioning of emergency supplies under demand uncertainty83 cited
  • 2018Profit Sharing Agreements in Decentralized Supply Chains: A Distributionally Robust Approach71 cited
  • 2018Identifying effective scenarios in distributionally robust stochastic programs with total variation distance63 cited
  • 2022Robust Pricing and Production with Information Partitioning and Adaptation54 cited
  • 2020Distribution-Free Inventory Risk Pooling in a Multilocation Newsvendor53 cited
  • 2019Controlling risk and demand ambiguity in newsvendor models52 cited
  • 2020Multilocation Newsvendor Problem: Centralization and Inventory Pooling52 cited
  • 2020Regret in the Newsvendor Model with Demand and Yield Randomness50 cited
  • 2015Robust newsvendor problem with autoregressive demand48 cited