Time (in)consistency of multistage distributionally robust inventory models with moment constraints
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DOI: 10.1016/j.ejor.2020.07.041
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Cited by:
- Adrián Esteban-Pérez & Juan M. Morales, 2022. "Partition-based distributionally robust optimization via optimal transport with order cone constraints," 4OR, Springer, vol. 20(3), pages 465-497, September.
- Wouter van Eekelen & Dick den Hertog & Johan S.H. van Leeuwaarden, 2022. "MAD Dispersion Measure Makes Extremal Queue Analysis Simple," INFORMS Journal on Computing, INFORMS, vol. 34(3), pages 1681-1692, May.
- Roos, Ernst & Brekelmans, Ruud & van Eekelen, Wouter & den Hertog, Dick & van Leeuwaarden, Johan S.H., 2022. "Tight tail probability bounds for distribution-free decision making," European Journal of Operational Research, Elsevier, vol. 299(3), pages 931-944.
- Arrigo, Adriano & Ordoudis, Christos & Kazempour, Jalal & De Grève, Zacharie & Toubeau, Jean-François & Vallée, François, 2022. "Wasserstein distributionally robust chance-constrained optimization for energy and reserve dispatch: An exact and physically-bounded formulation," European Journal of Operational Research, Elsevier, vol. 296(1), pages 304-322.
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Keywords
Supply chain management; Inventory; News vendor; Multistage distributionally robust optimization; Rectangularity; Moment constraints; Time consistency; Dynamic programming; Base-stock policy;All these keywords.
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