High-dimensional stochastic control models for newsvendor problems and deep learning resolution
From MaRDI portal
Publication:6589107
DOI10.1007/s10479-024-05872-2zbMath1545.90007MaRDI QIDQ6589107
Publication date: 19 August 2024
Published in: Annals of Operations Research (Search for Journal in Brave)
stochastic controlsupply chain managementStackelberg gamedeep learningfinancial hedgingnewsvendor modelsdynamic replenishment
Learning and adaptive systems in artificial intelligence (68T05) Applications of game theory (91A80) Transportation, logistics and supply chain management (90B06) Inventory, storage, reservoirs (90B05)
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