A Robust Data-Driven Approach for the Newsvendor Problem with Nonparametric Information

Asymmetry and Ambiguity in Newsvendor Models

(2018) Karthik Natarajan et al.   MANAGEMENT SCIENCE

Data-driven risk-averse stochastic optimization with Wasserstein metric

(2018) Chaoyue Zhao et al.   OPERATIONS RESEARCH LETTERS

Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations

(2017) Peyman Mohajerin Esfahani et al.   MATHEMATICAL PROGRAMMING

Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems

(2016) Hailin Sun et al.   MATHEMATICS OF OPERATIONS RESEARCH

Data-driven chance constrained stochastic program

(2015) Ruiwei Jiang et al.   MATHEMATICAL PROGRAMMING

Distributionally robust multi-item newsvendor problems with multimodal demand distributions

(2014) Grani A. Hanasusanto et al.   MATHEMATICAL PROGRAMMING

Newsvendor optimization with limited distribution information

(2013) Zhisu Zhu et al.   OPTIMIZATION METHODS & SOFTWARE

Robust Solutions of Optimization Problems Affected by Uncertain Probabilities

(2012) Aharon Ben-Tal et al.   MANAGEMENT SCIENCE

Distributionally robust joint chance constraints with second-order moment information

(2011) Steve Zymler et al.   MATHEMATICAL PROGRAMMING

A Nonparametric Asymptotic Analysis of Inventory Planning with Censored Demand

(2009) Woonghee Tim Huh et al.   MATHEMATICS OF OPERATIONS RESEARCH

Third-order extensions of Lo’s semiparametric bound for European call options

(2008) Luis F. Zuluaga et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Regret in the Newsvendor Model with Partial Information

(2008) Georgia Perakis et al.   OPERATIONS RESEARCH