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The Newsvendor Under Demand Ambiguity: Combining Data with Moment and Tail Information
16 references·7 citing·37 second hop
The Newsvendor Under Demand Ambiguity: Combining Data with Moment and Tail Information (2014)The Newsvendor Under Demand Ambiguity: Co…The Data-Driven Newsvendor Problem: New Bounds and Insights (2015)The Data-Driven Newsvendor Pr…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…Recursive smooth ambiguity preferences (2009)Recursive smooth ambiguity pr…Regret in the Newsvendor Model with Partial Information (2008)Regret in the Newsvendor Mode…Provably Near-Optimal Sampling-Based Policies for Stochastic Inventory Control Models (2007)Provably Near-Optimal Samplin…A Smooth Model of Decision Making under Ambiguity (2005)A Smooth Model of Decision Ma…A Min-Max Solution of an Inventory Problem (2005)A Min-Max Solution of an Inve…Monte Carlo Sampling Methods (2003)Monte Carlo Sampling MethodsA Smooth Model of Decision Making Under Ambiguity (2003)A Smooth Model of Decision Ma…The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)The Sample Average Approximat…The Distribution Free Newsboy Problem: Review and Extensions (1993)The Distribution Free Newsboy…Bayes Solution to Dynamic Inventory Models Under Unknown Demand Distribution (1985)Bayes Solution to Dynamic Inv…Marketing Research (1970)Marketing ResearchStudies in Mathematical Theory of Inventory and Production (1959)Studies in Mathematical Theor…Bayes Solutions of the Statistical Inventory Problem (1959)Bayes Solutions of the Statis…Data-driven Wasserstein distributionally robust dual-sourcing inventory model under uncertain demand (2024)Data-driven Wasserstein distr…Can accessing much data reshape the theory? Inventory theory under the challenge of data-driven systems (2022)Can accessing much data resha…The Internet of Things and Information Fusion: Who Talks to Who? (2021)The Internet of Things and In…Robust decisions for regulated sustainable manufacturing with partial demand information: Mandatory emission capacity versus emission tax (2021)Robust decisions for regulate…Analytics for Cross‐Border E‐Commerce: Inventory Risk Management of an Online Fashion Retailer (2020)Analytics for Cross‐Border E‐…An experimental investigation of newsvendor decisions under ambiguity (2020)An experimental investigation…A data-driven distributionally robust newsvendor model with a Wasserstein ambiguity set (2020)A data-driven distributionall…Maxmin expected utility with non-unique prior (1989)Coherent Measures of Risk (1999)Robust Optimization (2009)A practical guide to robust optimization (2015)Data-driven robust optimization (2017)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)Bayesian Analysis of DSGE Models (2007)Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications (2009)Frameworks and Results in Distributionally Robust Optimization (2022)Robust Convex Optimization (1998)Optimization of conditional value-at-risk (2000)Recent advances in robust optimization: An overview (2013)Distributionally Robust Convex Optimization (2014)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)A stochastic programming approach for supply chain network design under uncertainty (2004)Convex Approximations of Chance Constrained Programs (2006)Lectures on Stochastic Programming: Modeling and Theory (2009)Introduction to Stochastic Programming (2011)Analysis of Inventory Systems. (1964)Production and inventory management (1983)A Robust Optimization Approach to Inventory Theory (2006)Distributionally Robust Optimization and Its Tractable Approximations (2010)Risk, Ambiguity, and the Savage Axioms (1961)Subjective probability and expected utility without additivity (2004)Objective and Subjective Rationality in a Multiple Prior Model (2010)Axiomatic Foundations of Multiplier Preferences (2011)Is economic uncertainty priced in the cross-section of stock returns? (2017)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Risk Aversion in the Laboratory (2008)Sensitivity analysis: A review of recent advances (2015)Conceptualizing, Measuring, and Managing Customer-Based Brand Equity (1993)The Field behind the Screen: Using Netnography for Marketing Research in Online Communities (2002)Consumer Brand Engagement in Social Media: Conceptualization, Scale Development and Validation (2014)Measuring and avoiding the bullwhip effect: A control theoretic approach (2003)
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References

  • 1970Marketing Research3,552 cited
  • 2002The Sample Average Approximation Method for Stochastic Discrete Optimization1,989 cited
  • 2010Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems1,910 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 2003Monte Carlo Sampling Methods916 cited
  • 1993The Distribution Free Newsboy Problem: Review and Extensions803 cited
  • 2012Robust Solutions of Optimization Problems Affected by Uncertain Probabilities752 cited
  • 1959Studies in Mathematical Theory of Inventory and Production696 cited
  • 2005A Min-Max Solution of an Inventory Problem552 cited
  • 2003A Smooth Model of Decision Making Under Ambiguity434 cited
  • 2009Recursive smooth ambiguity preferences395 cited
  • 2008Regret in the Newsvendor Model with Partial Information356 cited
  • 1985Bayes Solution to Dynamic Inventory Models Under Unknown Demand Distribution341 cited
  • 1959Bayes Solutions of the Statistical Inventory Problem320 cited
  • 2007Provably Near-Optimal Sampling-Based Policies for Stochastic Inventory Control Models261 cited

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2015
The Data-Driven Newsvendor Problem: New Bounds and Insights
260 cited

Cited by

  • 2020Analytics for Cross‐Border E‐Commerce: Inventory Risk Management of an Online Fashion Retailer57 cited
  • 2021Robust decisions for regulated sustainable manufacturing with partial demand information: Mandatory emission capacity versus emission tax51 cited
  • 2020A data-driven distributionally robust newsvendor model with a Wasserstein ambiguity set44 cited
  • 2021The Internet of Things and Information Fusion: Who Talks to Who?44 cited
  • 2022Can accessing much data reshape the theory? Inventory theory under the challenge of data-driven systems24 cited
  • 2020An experimental investigation of newsvendor decisions under ambiguity20 cited
  • 2024Data-driven Wasserstein distributionally robust dual-sourcing inventory model under uncertain demand17 cited