Distributionally Robust Inventory Control When Demand Is a Martingale
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Publication:5868962
DOI10.1287/moor.2021.1213zbMath1502.90189arXiv1511.09437OpenAlexW4220899958MaRDI QIDQ5868962
Publication date: 26 September 2022
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.09437
dynamic programmingmartingaleinventory controldemand forecastingdistributionally robust optimizationrobust Markov decision process
Inventory, storage, reservoirs (90B05) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Robustness in mathematical programming (90C17)
Related Items (3)
Frameworks and results in distributionally robust optimization ⋮ Inventory control with modulated demand and a partially observed modulation process ⋮ A multistage distributionally robust optimization approach to water allocation under climate uncertainty
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