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Regret in the Newsvendor Model with Demand and Yield Randomness
16 references·10 citing·31 second hop
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References

  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 2004The Price of Robustness4,620 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1958Games and Decisions: Introduction and Critical Survey.1,944 cited
  • 2010Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems1,910 cited
  • 2015Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations1,869 cited
  • 2000Robust solutions of Linear Programming problems contaminated with uncertain data1,745 cited
  • 1997Robust Discrete Optimization and Its Applications1,172 cited
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  • 2003Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach

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663 cited
  • 2022Distributionally Robust Stochastic Optimization with Wasserstein Distance634 cited
  • Cited by

    • 2023Optimal Robust Policy for Feature-Based Newsvendor41 cited
    • 2022ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs38 cited
    • 2022Optimum operational schedule and accounts receivable financing in a production supply chain considering hierarchical industrial status and uncertain yield24 cited
    • 2024Robust optimization approaches in inventory management: Part A—the survey21 cited
    • 2023Joint pricing and inventory management under minimax regret21 cited
    • 2022Advance selling under uncertain supply and demand: a robust newsvendor perspective19 cited
    • 2024Decision timing, information inference, and information sharing: A robust supply chain game with two-way information asymmetry15 cited
    • 2022Mitigating Supply Risk with Limited Information: Emergency Supply and Responsive Pricing13 cited
    • 2023A data-driven distributionally newsvendor problem for edge-cloud collaboration in intelligent manufacturing systems13 cited
    • 2024Financing and operational strategies for supply chains with yield uncertainty and capital constraints12 cited