Distributionally Robust Inventory Control When Demand Is a Martingale

Linwei Xin
Linwei Xin
[email protected]
https://orcid.org/0000-0002-8160-6877
Booth School of Business, University of Chicago, Chicago, Illinois 60637;
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,
David Alan Goldberg
David Alan Goldberg
[email protected]
https://orcid.org/0000-0002-5761-0286
Operations Research and Information Engineering, Cornell University, Ithaca, New York 14850
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Linwei Xin

[email protected]

https://orcid.org/0000-0002-8160-6877

Booth School of Business, University of Chicago, Chicago, Illinois 60637;

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,

David Alan Goldberg

David Alan Goldberg

[email protected]

https://orcid.org/0000-0002-5761-0286

Operations Research and Information Engineering, Cornell University, Ithaca, New York 14850

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Published Online:26 Jan 2022https://doi.org/10.1287/moor.2021.1213

Supplemental Material

moor.2021.1213.sm1.pdf

cover image Mathematics of Operations Research

Volume 47, Issue 3

August 2022

Pages 1707-2545, C2

Article Information

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Received:August 20, 2018
Accepted:September 06, 2021
Published Online:January 26, 2022

Copyright © 2022, INFORMS

Cite as

Linwei Xin, David Alan Goldberg (2022) Distributionally Robust Inventory Control When Demand Is a Martingale. Mathematics of Operations Research 47(3):2387-2414.

https://doi.org/10.1287/moor.2021.1213

Keywords