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MAD Dispersion Measure Makes Extremal Queue Analysis Simple
16 references·1 citing·48 second hop
MAD Dispersion Measure Makes Extremal Queue Analysis Simple (2022)MAD Dispersion Measure Makes Extremal Que…On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor (2021)On the Heavy-Tail Behavior of…Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information (2018)Robust Optimization with Ambi…Asymmetry and Ambiguity in Newsvendor Models (2017)Asymmetry and Ambiguity in Ne…Robust Queueing Theory (2015)Robust Queueing TheoryTractable stochastic analysis in high dimensions via robust optimization (2012)Tractable stochastic analysis…Lectures on Stochastic Programming: Modeling and Theory (2009)Lectures on Stochastic Progra…Lectures on Stochastic Programming (2009)Lectures on Stochastic Progra…Regret in the Newsvendor Model with Partial Information (2008)Regret in the Newsvendor Mode…Discrete and Continuous Time Modulated Random Walks with Heavy-Tailed Increments (2007)Discrete and Continuous Time …Applied Probability and Queues (2003)Applied Probability and QueuesManaging Capacity and Inventory Jointly in Manufacturing Systems (2002)Managing Capacity and Invento…Bounds and Asymptotics for Planning Critical Safety Stocks (1997)Bounds and Asymptotics for Pl…On Approximations for Queues, I: Extremal Distributions (1984)On Approximations for Queues,…Sharp Bounds on Laplace-Stieltjes Transforms, with Applications to Various Queueing Problems (1977)Sharp Bounds on Laplace-Stiel…More bounds on the expectation of a convex function of a random variable (1972)More bounds on the expectatio…Some Inequalities for the Queue GI/G/1 (1962)Some Inequalities for the Que…Distributionally robust location–allocation models of distribution centers for fresh products with uncertain demands (2022)Distributionally robust locat…A Stochastic Approximation Method (1951)Coherent Measures of Risk (1999)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)The theory of queues with a single server (1952)Stochastic Processes Occurring in the Theory of Queues and their Analysis by the Method of the Imbedded Markov Chain (1953)The stability of a queue with non-independent inter-arrival and service times (1962)A martingale inequality in the theory of queues (1964)Chapter 5 Performance evaluation of production networks (1993)Asymptotically tight steady-state queue length bounds implied by drift conditions (2012)Regret Theory: An Alternative Theory of Rational Choice Under Uncertainty (1982)The Price of Robustness (2004)Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)Games and Decisions (2015)The Data-Driven Newsvendor Problem: New Bounds and Insights (2015)COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)The Pricing of Options and Corporate Liabilities (1973)Introduction to Stochastic Programming (2011)Pareto Efficiency in Robust Optimization (2013)K-Adaptability in Two-Stage Robust Binary Programming (2015)Robust Sensitivity Analysis for Stochastic Systems (2016)A Guide to Simulation (1983)Applied Probability and Queues (1987)On Measuring Supplier Performance Under Vendor-Managed-Inventory Programs in Capacitated Supply Chains (2004)Optimal Policies for a Multi-Echelon Inventory Problem (2004)Contracting Under Vendor Managed Inventory Systems Using Holding Cost Subsidies (2008)Operations research models and methods for safety stock determination: A review (2020)The Value of Information and Stochastic Programming (1970)A tight upper bound for the expectation of a convex function of a multivariate random variable (1986)Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs (2018)The Distribution Free Newsboy Problem: Review and Extensions (1993)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Distributionally Robust Convex Optimization (2014)Robust Vehicle Pre‐Allocation with Uncertain Covariates (2019)A Review of Robust Operations Management under Model Uncertainty (2020)How Big Should Your Data Really Be? Data-Driven Newsvendor: Learning One Sample at a Time (2023)Robust Convex Optimization (1998)Optimization of conditional value-at-risk (2000)Robust Optimization (2009)Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets (2019)A multi-objective distributionally robust model for sustainable last mile relief network design problem (2020)A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality (2010)A Guide to Sample Average Approximation (2014)An Introduction to Numerical Transform Inversion and Its Application to Probability Models (2000)M/G/1 queue with multiple working vacations (2005)A Stochastic Model for Order Book Dynamics (2010)
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References

  • 2009Lectures on Stochastic Programming: Modeling and Theory1,623 cited
  • 2003Applied Probability and Queues1,453 cited
  • 2009Lectures on Stochastic Programming1,419 cited
  • 2008Regret in the Newsvendor Model with Partial Information356 cited
  • 1962Some Inequalities for the Queue GI/G/1222 cited
  • 2012Tractable stochastic analysis in high dimensions via robust optimization158 cited
  • 2017Asymmetry and Ambiguity in Newsvendor Models101 cited
  • 1997Bounds and Asymptotics for Planning Critical Safety Stocks92 cited
  • 1972More bounds on the expectation of a convex function of a random variable89 cited
  • 2018Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information79 cited
  • 2015Robust Queueing Theory77 cited
  • 1984On Approximations for Queues, I: Extremal Distributions76 cited
  • 2002Managing Capacity and Inventory Jointly in Manufacturing Systems66 cited
  • 1977Sharp Bounds on Laplace-Stieltjes Transforms, with Applications to Various Queueing Problems63 cited
  • 2007Discrete and Continuous Time Modulated Random Walks with Heavy-Tailed Increments54 cited

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2021
On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor
43 cited

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  • 2022Distributionally robust location–allocation models of distribution centers for fresh products with uncertain demands25 cited