Robust newsvendor problem with autoregressive demand

This paper explores the classic single-item newsvendor problem under a novel setting which combines temporal dependence and tractable robust optimization. First, the demand is modeled as a time series

• Type: Journal
• Year: 2016
• Where: COR
• Authors: Emilio Carrizosa, Alba V. Olivares-Nadal, Pepa Ramírez-Cobo
• Keywords: COR 2016