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Technical Note - Data-Driven Newsvendor Problem: Performance of the Sample Average Approximation.

Meichun LinWoonghee Tim HuhHarish KrishnanJoline Uichanco
Published in: Oper. Res. (2022)
Keyphrases
  • data driven
  • sample average approximation
  • stochastic model
  • optimality conditions
  • stationary points
  • machine learning
  • dynamic programming
  • nonlinear programming
  • single period