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math.OC2024★ 2 cited
A Minibatch-SGD-Based Learning Meta-Policy for Inventory Systems with Myopic Optimal Policy
Jiameng Lyu, Jinxing Xie, Shilin Yuan +1
Stochastic gradient descent (SGD) has proven effective in solving many inventory control problems with demand learning. However, it often faces the pitfall of an infeasible target…
cs.LG2024
Regret Optimality of Sample Average Approximation for Data-Driven Newsvendor Problems: A General Optimization Perspective
Jiameng Lyu, Shilin Yuan, Bingkun Zhou +1
Numerous existing studies have examined the performance of Sample Average Approximation (SAA) in the fundamental newsvendor problem. Despite these advances, critical gaps remain in…