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ArticleRobust newsvendor problem with autoregressive demand

Emilio Carrizosa2015

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Articlegreen2015

Robust newsvendor problem with autoregressive demand

Emilio Carrizosa · Alba V. Olivares-Nadal · Pepa Ramírez‐Cobo

48 citations·0/0 files stored·Computers & Operations Research

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Supply Chain and Inventory Management Sustainable Supply Chain Management Risk and Portfolio Optimization

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References

1977Time Series Analysis: Forecasting and Control 1961Risk, Ambiguity, and the Savage Axioms 1978Time Series Analysis: Forecasting and Control.1989Maxmin expected utility with non-unique prior 1998Robust Convex Optimization 2010Theory and Applications of Robust Optimization 1964Analysis of Inventory Systems.2000The Value of Information Sharing in a Two-Level Supply Chain

Cited by

2019Quantile forecasting and data-driven inventory management under nonstationary demand 2017Coping with demand volatility in retail pharmacies with the aid of big data exploration 2023Optimal Robust Policy for Feature-Based Newsvendor 2020Time (in)consistency of multistage distributionally robust inventory models with moment constraints 2019Robust optimization for selective newsvendor problem with uncertain demand 2021Big data driven order-up-to level model: Application of machine learning

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Details

Year2015

Typearticle

Published2015-12-01

VenueComputers & Operations Research

ISSN-L0305-0548

Languageen

Citations48

Files0 public / 0

ShelfSupply Chain and Inventory Management

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doi10.1016/j.cor.2015.11.002

openalex_workW2189504064

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2016The influence of sale announcement on the optimal policy of an inventory system with perishable items

2016The Distribution-Free Newsboy Problem with Multiple Discounts and Upgrades