The data-driven newsvendor problem: New bounds and insights

Operations Research

Volumn 63, Issue 6, 2015, Pages 1294-1306

  Levi, Retsef ^a   Perakis, Georgia ^a   Uichanco, Joline ^b  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Data Driven Stochastic Program; Newsvendor Problem; Sample Average Approximation; Weighted Mean Spread

Indexed keywords

OPERATIONS RESEARCH;

COMPUTATIONAL EXPERIMENT; DATA DRIVEN; DEMAND DISTRIBUTION; INDEPENDENT SAMPLES; NEWSVENDOR MODELS; NEWSVENDOR PROBLEM; SAMPLE AVERAGE APPROXIMATION; WEIGHTED MEAN;

STOCHASTIC SYSTEMS;

EID: 84955112822     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.2015.1422     Document Type: Article

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