Asymmetry and Ambiguity in Newsvendor Models
Published Online:27 Jun 2017https://doi.org/10.1287/mnsc.2017.2773
References
- (2013) A maximum entropy approach to the newsvendor problem with partial information. Eur. J. Oper. Res. 228(1):190–200.Crossref, Google Scholar
- (2016) Robust optimization of sums of piecewise linear functions with application to inventory problems. Oper. Res. 64(2):474–494.Link, Google Scholar
- (1976) Stochastic programs with incomplete information. Oper. Res. 24(2):336–347.Link, Google Scholar
- (2013) Robust solutions of optimization problems affected by uncertain probabilities. Management Sci. 59(2):341–357.Link, Google Scholar
- (2002) On the relation between option and stock prices: A convex optimization approach. Oper. Res. 50(2):358–374.Link, Google Scholar
- (2010) Models for minimax stochastic linear optimization problems with risk aversion. Math. Oper. Res. 35(3):580–602.Link, Google Scholar
- (2016) Inventory pooling under heavy-tailed demand. Management Sci. 62(6):1800–1813.Link, Google Scholar
- (2011) Tight bounds for some risk measures, with applications to robust portfolio selection. Oper. Res. 59(4):847–865.Link, Google Scholar
- (2003) Measuring prices and price competition online: Amazon.com and BarnesandNoble.com. Quant. Marketing Econom. 1(2):203–222.Crossref, Google Scholar
- (2010) Distributionally robust optimization under moment uncertainty with application to data-driven problems. Oper. Res. 58(3):595–612.Link, Google Scholar
- (2007) Distribution-free option pricing. Insurance: Math. Econom. 40(2):179–199.Crossref, Google Scholar
- (2008) Demand distribution dynamics in creative industries: The market for books in Italy. Inform. Econom. Policy 20(3):257–268.Crossref, Google Scholar
- (1993) The distribution free newsboy problem: Review and extensions. J. Oper. Res. Soc. 44(8):825–834.Crossref, Google Scholar
- (2013) Robust counterparts of inequalities containing sums of maxima of linear functions. Eur. J. Oper. Res. 227(1):30–43.Crossref, Google Scholar
- (2014) A risk and ambiguity-averse extension of the max-min newsvendor order formula. Oper. Res. 62(3):535–542.Link, Google Scholar
- (2014) Distributionally robust multi-item newsvendor problems with multimodal demand distributions. Math. Programming 152(1):1–32.Google Scholar
- (1962) On the sharpness of Tchebyshev-type inequalities. Ann. Institute Statist. Math. 14(1):185–197.Crossref, Google Scholar
- (1986) Upper bounds on stop-loss premiums in case of known moments up to the fourth order. Insurance: Math. Econom. 5(4):315–334.Crossref, Google Scholar
- (2012) Regret optimization for stochastic inventory models with spread information. Working paper, Massachusetts Institute of Technology, Cambridge, MA.Google Scholar
- (2015) The data-driven newsvendor problem: New bounds and insights. Oper. Res. 63(6):1294–1306.Link, Google Scholar
- (1959) Portfolio Selection: Efficient Diversification of Investments (John Wiley & Sons, New York).Google Scholar
- (2017) On reduced semidefinite programs for second order moment bounds with applications. Math. Programming 161(1):487–518.Crossref, Google Scholar
- (2010) Tractable robust expected utility and risk models for portfolio optimization. Math. Finance 20(4):695–731.Crossref, Google Scholar
- (2012) Generating correlation matrices based on the boundaries of their coefficients. PLoS One 7(11):e48902.Crossref, Google Scholar
- (2008) Regret in the newsvendor model with partial information. Oper. Res. 56(1):188–203.Link, Google Scholar
- (2016) The newsvendor under demand ambiguity: Combining data with moment and tail information. Oper. Res. 64(1):167–185.Link, Google Scholar
- (1958) A min-max solution of an inventory problem. Arrow KJ, Karlin S, Scarf H, eds. Studies in the Mathematical Theory of Inventory and Production (Stanford University Press, Palo Alto, CA), 201–209.Google Scholar
- (2014) Distributionally robust convex optimization. Oper. Res. 62(6):1358–1376.Link, Google Scholar
- (2006) Expected value of distribution information for the newsvendor problem. Oper. Res. 54(6):1128–1136.Link, Google Scholar
- (2013) Newsvendor optimization with limited distribution information. Optim. Methods Software 28(3):640–667.Crossref, Google Scholar
- (2016) Likelihood robust optimization for data-driven problems. Comput. Management Sci. 13(2):241–261.Crossref, Google Scholar
- (2009) Third-order extensions of Lo’s semiparametric bound for European call options. Eur. J. Oper. Res. 198(2):557–570.Crossref, Google Scholar

