Distributionally robust multi-item newsvendor problems with multimodal demand distributions

Mathematical Programming

Volumn 152, Issue 1-2, 2015, Pages 1-32

  Hanasusanto, Grani A ^a   Kuhn, Daniel ^b   Wallace, Stein W ^c   Zymler, Steve ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b EPFL   (Switzerland)

^c NORWEGIAN SCHOOL OF ECONOMICS   (Norway)

Author keywords

90C15; 90C22

Indexed keywords

FINANCIAL MARKETS; OPTIMIZATION; RISK PERCEPTION;

90C15; 90C22; DEMAND DISTRIBUTION; NEWSVENDOR MODELS; NEWSVENDOR PROBLEM; NUMERICAL SOLUTION; ROBUST OPTIMIZATION; UNSTABLE SOLUTIONS;

PROBABILITY DISTRIBUTIONS;

EID: 84937974436     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-014-0776-y     Document Type: Article

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