Technical Note: Data-driven newsvendor problem: Performance of the sample average approximation

Technical Note: Data-driven newsvendor problem: Performance of the sample average approximation

We consider the data-driven newsvendor problem in which a manager makes inventory decisions sequentially and learns the unknown demand distribution based on observed samples of continuous demand (no truncation). We study the widely used sample average approximation (SAA) approach and analyze its per...

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書目詳細資料
Main Authors:	LIN, Meichun, HUH, Woonhee Tim, KRISHNAN, H
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2022
主題:	sample average approximation newsvendor problem data-driven decision making regret analysis finite-time performance Operations and Supply Chain Management Operations Research, Systems Engineering and Industrial Engineering
在線閱讀:	https://ink.library.smu.edu.sg/lkcsb_research/7313
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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