3 papers
cs.AI2021
Learning to Minimize Cost-to-Serve for Multi-Node Multi-Product Order Fulfilment in Electronic Commerce
Pranavi Pathakota, Kunwar Zaid, Anulekha Dhara +4
We describe a novel decision-making problem developed in response to the demands of retail electronic commerce (e-commerce). While working with logistics and retail industry busine…
math.ST2018
On the heavy-tail behavior of the distributionally robust newsvendor
Bikramjit Das, Anulekha Dhara, Karthik Natarajan
Since the seminal work of Scarf (1958) [A min-max solution of an inventory problem, Studies in the Mathematical Theory of Inventory and Production, pages 201-209] on the newsvendor…
q-fin.RM2017
Worst-Case Expected Shortfall with Univariate and Bivariate Marginals
Anulekha Dhara, Bikramjit Das, Karthik Natarajan
Worst-case bounds on the expected shortfall risk given only limited information on the distribution of the random variables has been studied extensively in the literature. In this…