Optimal Robust Policy for Feature-Based Newsvendor.

Luhao Zhang Jincheng Yang Rui Gao

Published in: Manag. Sci. (2024)

Keyphrases

stochastic demand
expected profit
asymptotically optimal
single item
dynamic programming
finite horizon
risk neutral
optimal policy
average cost
lot sizing
state dependent
control policies
worst case
image features
allocation policy
infinite horizon
optimal solution
control policy
multistage
replacement policy