The Data-Driven Newsvendor Problem: New Bounds and Insights
作者： Retsef Levi , Georgia Perakis , Joline Uichanco
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摘要: … In §2, we describe the data-driven single-period newsvendor problem and discuss the probabilistic bound on SAA’s relative regret by Levi et al. (2007). Section 3 introduces a novel …
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