The data-driven newsvendor problem: Achieving on-target service-levels using distributionally robust chance-constrained optimization

Data-driven distributionally robust chance-constrained optimization with Wasserstein metric

(2020) Ran Ji et al.   JOURNAL OF GLOBAL OPTIMIZATION

The Static Bike Sharing Rebalancing Problem with Forbidden Temporary Operations

(2019) Bruno P. Bruck et al.   TRANSPORTATION SCIENCE

From Predictive to Prescriptive Analytics

(2019) Dimitris Bertsimas et al.   MANAGEMENT SCIENCE

Applying deep learning to the newsvendor problem

(2019) Afshin Oroojlooyjadid et al.   IISE Transactions

On distributionally robust chance constrained programs with Wasserstein distance

(2019) Weijun Xie   MATHEMATICAL PROGRAMMING

Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls

(2018) Grani A. Hanasusanto et al.   OPERATIONS RESEARCH

Data-driven risk-averse stochastic optimization with Wasserstein metric

(2018) Chaoyue Zhao et al.   OPERATIONS RESEARCH LETTERS

The Big Data Newsvendor: Practical Insights from Machine Learning

(2018) Gah-Yi Ban et al.   OPERATIONS RESEARCH

Inventory rebalancing and vehicle routing in bike sharing systems

(2017) J. Schuijbroek et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

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

(2017) Peyman Mohajerin Esfahani et al.   MATHEMATICAL PROGRAMMING

Ambiguous Joint Chance Constraints Under Mean and Dispersion Information

(2017) Grani A. Hanasusanto et al.   OPERATIONS RESEARCH

Setting Inventory Levels in a Bike Sharing Network

(2017) Sharon Datner et al.   TRANSPORTATION SCIENCE

Newsvendor Selling to Loss-Averse Consumers with Stochastic Reference Points

(2015) Opher Baron et al.   M&SOM-Manufacturing & Service Operations Management

Data-driven chance constrained stochastic program

(2015) Ruiwei Jiang et al.   MATHEMATICAL PROGRAMMING

The Data-Driven Newsvendor Problem: New Bounds and Insights

(2015) Retsef Levi et al.   OPERATIONS RESEARCH

Newsvendor decisions under supply uncertainty

(2014) Anssi Käki et al.   INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH

On the rate of convergence in Wasserstein distance of the empirical measure

(2014) Nicolas Fournier et al.   PROBABILITY THEORY AND RELATED FIELDS

Recent advances in robust optimization: An overview

(2013) Virginie Gabrel et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

On safe tractable approximations of chance constraints

(2011) Arkadi Nemirovski   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Safety stock planning under causal demand forecasting

(2011) Anna-Lena Beutel et al.   INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS

Distributionally robust joint chance constraints with second-order moment information

(2011) Steve Zymler et al.   MATHEMATICAL PROGRAMMING

The newsvendor problem: Review and directions for future research

(2010) Yan Qin et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

On mixing sets arising in chance-constrained programming

(2010) Simge Küçükyavuz   MATHEMATICAL PROGRAMMING

Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications

(2009) B. K. Pagnoncelli et al.   JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS

Structural Estimation of the Newsvendor Model: An Application to Reserving Operating Room Time

(2008) Marcelo Olivares et al.   MANAGEMENT SCIENCE

An integer programming approach for linear programs with probabilistic constraints

(2008) James Luedtke et al.   MATHEMATICAL PROGRAMMING

A Sample Approximation Approach for Optimization with Probabilistic Constraints

(2008) James Luedtke et al.   SIAM JOURNAL ON OPTIMIZATION