Distributionally robust inventory control when demand is a martingale
Year of publication: |
2022
|
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Authors: | Xin, Linwei ; Goldberg, David Alan |
Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 47.2022, 3, p. 2387-2414
|
Subject: | demand forecasting | distributionally robust optimization | dynamic programming | inventory control | martingale | robust Markov decision process | Lagerhaltungsmodell | Inventory model | Robustes Verfahren | Robust statistics | Theorie | Theory | Markov-Kette | Markov chain | Dynamische Optimierung | Dynamic programming | Martingal | Martingale | Prognoseverfahren | Forecasting model | Nachfrage | Demand | Lagermanagement | Warehouse management | Mathematische Optimierung | Mathematical programming |
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