Distributionally robust conditional quantile prediction with fixed design
Meng Qi, Ying Cao, Zuo-Jun (Max) Shen
| Year of publication: |
2022
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| Authors: | Qi, Meng ; Cao, Ying ; Shen, Zuo-Jun |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 68.2022, 3, p. 1639-1658
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| Subject: | quantile prediction | data-driven newsvendor | distributionally robust optimization | Wasserstein distance | Robustes Verfahren | Robust statistics | Prognoseverfahren | Forecasting model | Theorie | Theory | Lagerhaltungsmodell | Inventory model | Statistische Verteilung | Statistical distribution | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2020.3903 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013259976