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On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor
16 references·5 citing·36 second hop
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References

  • 2009Power-Law Distributions in Empirical Data8,008 cited
  • 2018Power-law distributions in empirical data6,499 cited
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  • 1987Extreme Values, Regular Variation and Point Processes3,165 cited
  • 2015Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations1,869 cited
  • 1990Models for Exceedances Over High Thresholds1,725 cited
  • 2006Heavy-Tail Phenomena: Probabilistic and Statistical Modeling884 cited
  • 2011Goodbye Pareto Principle, Hello Long Tail: The Effect of Search Costs on the Concentration of Product Sales845 cited
  • 1993The Distribution Free Newsboy Problem: Review and Extensions803 cited
  • 2012Robust Solutions of Optimization Problems Affected by Uncertain Probabilities752 cited
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  • 2003Measuring Prices and Price Competition Online: Amazon.com and BarnesandNoble.com465 cited
  • 2019Quantifying Distributional Model Risk via Optimal Transport352 cited
  • 2022Review of Extreme Value Threshold Estimation and Uncertainty Quantification344 cited
  • 2006Measuring and Mitigating the Costs of Stockouts

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264 cited
  • 2017Robust sample average approximation247 cited
  • Cited by

    • 2023Optimal Robust Policy for Feature-Based Newsvendor41 cited
    • 2024Robust optimization approaches in inventory management: Part A—the survey21 cited
    • 2022MAD Dispersion Measure Makes Extremal Queue Analysis Simple19 cited
    • 2022Advance selling under uncertain supply and demand: a robust newsvendor perspective19 cited
    • 2024Distributionally Robust Newsvendor Under Stochastic Dominance with a Feature-Based Application17 cited