Repositorio de producción científica de la Universidad de Sevilla

Robust newsvendor problem with autoregressive demand

 

Advanced Search
 
Opened Access Robust newsvendor problem with autoregressive demand
Cites

Show item statistics
Icon
Export to
Author: Carrizosa Priego, Emilio José
Olivares Nadal, Alba Victoria
Ramírez Cobo, Josefa
Department: Universidad de Sevilla. Departamento de Estadística e Investigación Operativa
Date: 2016-04
Published in: Computers and Operations Research, 68 (C), 123-133.
Document type: Article
Abstract: 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 which follows an autoregressive process AR(p), p...
[See more]
Cite: Carrizosa Priego, E.J., Olivares Nadal, A.V. y Ramírez Cobo, J. (2016). Robust newsvendor problem with autoregressive demand. Computers and Operations Research, 68 (C), 123-133.
Size: 575.3Kb
Format: PDF

URI: http://hdl.handle.net/11441/42771

DOI: 10.1016/j.cor.2015.11.002

See editor´s version

This work is under a Creative Commons License: 
Attribution-NonCommercial-NoDerivatives 4.0 Internacional

This item appears in the following Collection(s)