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Technical Note—Data-Driven Newsvendor Problem: Performance of the Sample Average Approximation
11 references·1 citing·33 second hop
Technical Note—Data-Driven Newsvendor Problem: Performance of the Sample Average Approximation (2022)Technical Note—Data-Driven Newsvendor Pro…Marrying Stochastic Gradient Descent with Bandits: Learning Algorithms for Inventory Systems with Fixed Costs (2021)Marrying Stochastic Gradient …Closing the Gap: A Learning Algorithm for Lost-Sales Inventory Systems with Lead Times (2019)Closing the Gap: A Learning A…The Big Data Newsvendor: Practical Insights from Machine Learning (2018)The Big Data Newsvendor: Prac…Technical Note—Perishable Inventory Systems: Convexity Results for Base-Stock Policies and Learning Algorithms Under Censored Demand (2018)Technical Note—Perishable Inv…Technical Note—Nonparametric Data-Driven Algorithms for Multiproduct Inventory Systems with Censored Demand (2016)Technical Note—Nonparametric …The Data-Driven Newsvendor Problem: New Bounds and Insights (2015)The Data-Driven Newsvendor Pr…Sampling-Based Approximation Schemes for Capacitated Stochastic Inventory Control Models (2015)Sampling-Based Approximation …On Implications of Demand Censoring in the Newsvendor Problem (2013)On Implications of Demand Cen…Adaptive Data-Driven Inventory Control with Censored Demand Based on Kaplan-Meier Estimator (2011)Adaptive Data-Driven Inventor…A Nonparametric Asymptotic Analysis of Inventory Planning with Censored Demand (2009)A Nonparametric Asymptotic An…Provably Near-Optimal Sampling-Based Policies for Stochastic Inventory Control Models (2007)Provably Near-Optimal Samplin…Learning to Order for Inventory Systems with Lost Sales and Uncertain Supplies (2024)Learning to Order for Invento…Foundations of Inventory Management (2000)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Stochastic Simulation (2007)Robust sample average approximation (2017)Optimization under uncertainty in the era of big data and deep learning: When machine learning meets mathematical programming (2019)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)The Distribution Free Newsboy Problem: Review and Extensions (1993)The Theory and Practice of Revenue Management (2004)The Big Data Newsvendor: Practical Insights from Machine Learning (2015)Nonparametric Learning Algorithms for Joint Pricing and Inventory Control with Lost Sales and Censored Demand (2021)Quantitative Models for Supply Chain Management (1999)Robust Approximation to Multiperiod Inventory Management (2009)Finite-time Analysis of the Multiarmed Bandit Problem (2002)Online convex programming and generalized infinitesimal gradient ascent (2003)Non-Stationary Stochastic Optimization (2015)Online Learning and Online Convex Optimization (2012)Data-driven multiple criteria decision making for diagnosis of thyroid cancer (2018)Studies in Mathematical Theory of Inventory and Production (1959)Introduction to Online Convex Optimization (2016)‘Buy online and pick up in-store’: Implications for the store inventory (2020)Introduction to Online Convex Optimization (2016)Dynamic Inventory Control with Stockout Substitution and Demand Learning (2018)Dynamic Pricing and Inventory Control with Fixed Ordering Cost and Incomplete Demand Information (2021)An analog of the minimax theorem for vector payoffs (1956)Optimal Policy for a Multi-Product, Dynamic, Nonstationary Inventory Problem (1965)Prediction, Learning, and Games (2006)Applying deep learning to the newsvendor problem (2019)Optimal Policies for Dynamic Pricing and Inventory Control with Nonparametric Censored Demands (2020)A survey of stochastic inventory models with fixed costs: Optimality of ( s , S ) and ( s , S )‐type policies—Discrete‐time case (2022)Developing Operations Management Data Analytics (2022)How Research in Production and Operations Management May Evolve in the Era of Big Data (2017)Smart “Predict, then Optimize” (2021)Frameworks and Results in Distributionally Robust Optimization (2022)
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References

  • 2018The Big Data Newsvendor: Practical Insights from Machine Learning510 cited
  • 2007Provably Near-Optimal Sampling-Based Policies for Stochastic Inventory Control Models261 cited
  • 2015The Data-Driven Newsvendor Problem: New Bounds and Insights260 cited
  • 2009A Nonparametric Asymptotic Analysis of Inventory Planning with Censored Demand220 cited
  • 2011Adaptive Data-Driven Inventory Control with Censored Demand Based on Kaplan-Meier Estimator182 cited
  • 2013On Implications of Demand Censoring in the Newsvendor Problem177 cited
  • 2019Closing the Gap: A Learning Algorithm for Lost-Sales Inventory Systems with Lead Times102 cited
  • 2016Technical Note—Nonparametric Data-Driven Algorithms for Multiproduct Inventory Systems with Censored Demand84 cited
  • 2018Technical Note—Perishable Inventory Systems: Convexity Results for Base-Stock Policies and Learning Algorithms Under Censored Demand74 cited
  • 2021Marrying Stochastic Gradient Descent with Bandits: Learning Algorithms for Inventory Systems with Fixed Costs72 cited
  • 2015Sampling-Based Approximation Schemes for Capacitated Stochastic Inventory Control Models64 cited

Cited by

  • 2024Learning to Order for Inventory Systems with Lost Sales and Uncertain Supplies20 cited

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