论文标题
分配稳健的新闻顾问和瞬间限制
Distributionally Robust Newsvendor with Moment Constraints
论文作者
论文摘要
本文扩大了有关分配强大的新闻顾问的工作，以纳入力矩约束。用作歧义度度量的使用，使用沃瑟斯坦距离。制定了无限的尺寸原始问题；偶数问题被调用以得出更简单的有限维二重问题。一个重要的研究问题是：分布歧义如何影响最佳订单数量和相应的利润/成本？为了调查这一点，开发了一些理论，并进行了汽车销售的案例研究。我们以有关进一步研究的方向的一些评论结束。
This paper expands the work on distributionally robust newsvendor to incorporate moment constraints. The use of Wasserstein distance as the ambiguity measure is preserved. The infinite dimensional primal problem is formulated; problem of moments duality is invoked to derive the simpler finite dimensional dual problem. An important research question is: How does distributional ambiguity affect the optimal order quantity and the corresponding profits/costs? To investigate this, some theory is developed and a case study in auto sales is performed. We conclude with some comments on directions for further research.
