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20222025
most citedRobust Markov decision processes under parametric transition distributions

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math.OC2023

Parametric Distributionally Robust Optimisation Models for Budgeted Multi-period Newsvendor Problems

Ben Black, Trivikram Dokka, Christopher Kirkbride

In this paper, we consider a static, multi-period newsvendor model under a budget constraint. In the case where the true demand distribution is known, we develop a heuristic algori…