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Robust newsvendor problem with autoregressive demand
16 references·12 citing·32 second hop
Robust newsvendor problem with autoregressive demand (2015)Robust newsvendor problem with autoregres…Theory and Applications of Robust Optimization (2010)Theory and Applications of Ro…A Robust Optimization Approach to Inventory Theory (2006)A Robust Optimization Approac…A Min-Max Solution of an Inventory Problem (2005)A Min-Max Solution of an Inve…The Value of Information Sharing in a Two-Level Supply Chain (2000)The Value of Information Shar…Robust solutions of Linear Programming problems contaminated with uncertain data (2000)Robust solutions of Linear Pr…Decision Bias in the Newsvendor Problem with a Known Demand Distribution: Experimental Evidence (2000)Decision Bias in the Newsvend…The single-period (news-vendor) problem: literature review and suggestions for future research (1999)The single-period (news-vendo…Robust solutions of uncertain linear programs (1999)Robust solutions of uncertain…Pricing and the Newsvendor Problem: A Review with Extensions (1999)Pricing and the Newsvendor Pr…Robust Convex Optimization (1998)Robust Convex OptimizationThe Distribution Free Newsboy Problem: Review and Extensions (1993)The Distribution Free Newsboy…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Time Series Analysis: Forecasting and Control. (1978)Time Series Analysis: Forecas…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Analysis of Inventory Systems. (1964)Analysis of Inventory Systems.Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Data-driven Wasserstein distributionally robust dual-sourcing inventory model under uncertain demand (2024)Data-driven Wasserstein distr…Optimal Robust Policy for Feature-Based Newsvendor (2023)Optimal Robust Policy for Fea…Distributionally Robust Inventory Control When Demand Is a Martingale (2022)Distributionally Robust Inven…Big data driven order-up-to level model: Application of machine learning (2021)Big data driven order-up-to l…Time (in)consistency of multistage distributionally robust inventory models with moment constraints (2020)Time (in)consistency of multi…The optimal order decisions of a risk-averse newsvendor under backlogging (2020)The optimal order decisions o…Robust optimization for selective newsvendor problem with uncertain demand (2019)Robust optimization for selec…Quantile forecasting and data-driven inventory management under nonstationary demand (2019)Quantile forecasting and data…Data Science Solutions for Retail Strategy to Reduce Waste Keeping High Profit (2019)Data Science Solutions for Re…Coping with demand volatility in retail pharmacies with the aid of big data exploration (2017)Coping with demand volatility…The influence of sale announcement on the optimal policy of an inventory system with perishable items (2016)The influence of sale announc…The Distribution-Free Newsboy Problem with Multiple Discounts and Upgrades (2016)The Distribution-Free Newsboy…Information Distortion in a Supply Chain: The Bullwhip Effect (1997)The Bullwhip Effect In Supply Chains 1 (1997)Foundations of Inventory Management (2000)Supply Chain Inventory Management and the Value of Shared Information (2000)Supply Chain Coordination with Contracts (2003)Perspectives in supply chain risk management (2006)Adjustable robust solutions of uncertain linear programs (2004)Stochastic Programming (2010)Introduction to Stochastic Programming (2011)Solving two-stage robust optimization problems using a column-and-constraint generation method (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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Coherent Measures of Risk (1999)Recent advances in robust optimization: An overview (2013)Distributionally Robust Convex Optimization (2014)A JOINT ECONOMIC‐LOT‐SIZE MODEL FOR PURCHASER AND VENDOR (1986)Lot Sizing with Random Yields: A Review (1995)Robust optimization ? methodology and applications (2002)Convex Approximations of Chance Constrained Programs (2006)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)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)Principles of forecasting : a handbook for researchers and practitioners (2001)25 years of time series forecasting (2006)The politics of attention: how government prioritizes problems (2006)
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References

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  • 1978Time Series Analysis: Forecasting and Control.5,299 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1998Robust Convex Optimization2,606 cited
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  • 1964Analysis of Inventory Systems.2,345 cited
  • 2000The Value of Information Sharing in a Two-Level Supply Chain2,119 cited
  • 1999Robust solutions of uncertain linear programs1,832 cited
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  • 2000Decision Bias in the Newsvendor Problem with a Known Demand Distribution: Experimental Evidence1,087 cited
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  • 1993The Distribution Free Newsboy Problem: Review and Extensions803 cited
  • 2006A Robust Optimization Approach to Inventory Theory708 cited
  • 2005

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A Min-Max Solution of an Inventory Problem
552 cited

Cited by

  • 2019Quantile forecasting and data-driven inventory management under nonstationary demand59 cited
  • 2017Coping with demand volatility in retail pharmacies with the aid of big data exploration47 cited
  • 2023Optimal Robust Policy for Feature-Based Newsvendor41 cited
  • 2020Time (in)consistency of multistage distributionally robust inventory models with moment constraints35 cited
  • 2019Robust optimization for selective newsvendor problem with uncertain demand30 cited
  • 2021Big data driven order-up-to level model: Application of machine learning30 cited
  • 2016The influence of sale announcement on the optimal policy of an inventory system with perishable items23 cited
  • 2016The Distribution-Free Newsboy Problem with Multiple Discounts and Upgrades23 cited
  • 2019Data Science Solutions for Retail Strategy to Reduce Waste Keeping High Profit19 cited
  • 2022Distributionally Robust Inventory Control When Demand Is a Martingale18 cited
  • 2020The optimal order decisions of a risk-averse newsvendor under backlogging18 cited
  • 2024Data-driven Wasserstein distributionally robust dual-sourcing inventory model under uncertain demand17 cited