Time (in)consistency of multistage distributionally robust inventory models with moment constraints.
Linwei XinDavid A. GoldbergPublished in: Eur. J. Oper. Res. (2021)
Keyphrases
- multistage
- inventory models
- stochastic programming
- finite horizon
- single stage
- robust optimization
- average cost
- dynamic programming
- periodic review
- lost sales
- lot sizing
- production system
- optimal policy
- inventory control
- service level
- single product
- capacity expansion
- infinite horizon
- cost function
- setup cost
- mixed integer
- machine learning