Technical note: time inconsistency of optimal policies of distributionally robust inventory models
Alternative title: | Time inconsistency of optimal policies of distributionally robust inventory models |
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Year of publication: |
2020
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Authors: | Shapiro, Alexander ; Xin, Linwei |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 68.2020, 5, p. 1576-1584
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Subject: | inventory model | base-stock policy | time consistency | distributional robustness | moment constraints | spectral risk measures | strictly monotone | Theorie | Theory | Lagerhaltungsmodell | Inventory model | Zeitkonsistenz | Time consistency | Robustes Verfahren | Robust statistics | Statistische Verteilung | Statistical distribution |
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