Distributionally robust newsvendor under stochastic dominance with a feature-based application
Year of publication: |
2024
|
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Authors: | Fu, Mingyang ; Li, Xiaobo ; Zhang, Lianmin |
Published in: |
Manufacturing & service operations management : M & SOM. - Linthicum, Md. : Informs, ISSN 1526-5498, ZDB-ID 2023273-1. - Vol. 26.2024, 5, p. 1962-1977
|
Subject: | distributionally robust optimization | Wasserstein distance | asymptotic convergence | demand covariates | kernel estimation | Kullback–Leibler divergence | newsvendor problem | stochastic dominance | Lagerhaltungsmodell | Inventory model | Robustes Verfahren | Robust statistics | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution |
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