A distribution-free newsvendor problem with nonlinear holding cost.
Brojeswar PalShib Sankar SanaKripasindhu ChaudhuriPublished in: Int. J. Syst. Sci. (2015)
Keyphrases
- distribution free
- holding cost
- lead time
- normal distribution
- large deviations
- asymptotically optimal
- vc dimension
- infinite horizon
- arrival rate
- total cost
- planning horizon
- supply chain
- expected cost
- average cost
- high volume
- random variables
- setup cost
- lot sizing
- single item
- service level
- long run
- utility function
- linear programming
- graphical models
- bayesian networks