On the heavy-tail behavior of the distributionally robust newsvendor
Year of publication: |
2021
|
---|---|
Authors: | Das, Bikramjit ; Dhara, Anulekha ; Natarajan, Karthik |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 69.2021, 4, p. 1077-1099
|
Subject: | distributional robust | nessnewsvendor model | moment constraints | heavy-tailed distributions | Statistische Verteilung | Statistical distribution | Robustes Verfahren | Robust statistics | Theorie | Theory | Lagerhaltungsmodell | Inventory model |
-
Technical note: time inconsistency of optimal policies of distributionally robust inventory models
Shapiro, Alexander, (2020)
-
On distributional robust probability functions and their computations
Wong, Man Hong, (2014)
-
Time (in)consistency of multistage distributionally robust inventory models with moment constraints
Xin, Linwei, (2021)
- More ...
-
On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor
Das, Bikramjit, (2018)
-
Worst-case expected shortfall with univariate and bivariate marginals
Dhara, Anulekha, (2021)
-
SEQUENTIAL LAGRANGE MULTIPLIER CONDITIONS FOR MINIMAX PROGRAMMING PROBLEMS
DHARA, ANULEKHA, (2008)
- More ...