Robust newsvendor problem with autoregressive demand.

Emilio Carrizosa Alba V. Olivares-Nadal Pepa Ramírez-Cobo

Published in: Comput. Oper. Res. (2016)

Keyphrases

autoregressive
non stationary
moving average
gaussian markov random field
random field models
random fields
autoregressive model
lead time
multiscale
spectrum analysis