On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor
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Publication:5031607
DOI10.1287/opre.2020.2091zbMath1482.90010arXiv1806.05379OpenAlexW3160301121MaRDI QIDQ5031607
Bikramjit Das, Anulekha Dhara, Karthik Natarajan
Publication date: 16 February 2022
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.05379
inventoryconvex programmingheavy-tailed distributionsstochastic modelsnewsvendor modeldistributional robustnessmoment constraintsdistribution comparisons
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Uses Software
Cites Work
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