The value of the right distribution in stochastic programming with application to a Newsvendor problem

DOI10.1007/s10287-019-00356-2OpenAlexW2966702560MaRDI QIDQ2010381

Luca Bertazzi, Matteo Cagnolari, Francesca Maggioni

Publication date: 27 November 2019

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-019-00356-2

zbMATH Keywords

stochastic programmingworst-case analysisNewsvendor problemvalue of the right distribution

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Related Items (3)

Online decision making for trading wind energy ⋮ Bounds for probabilistic programming with application to a blend planning problem ⋮ A complementarity model for electric power transmission-distribution coordination under uncertainty

Uses Software

• ROME

Cites Work

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