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Main Authors: Harsha, Pavithra, Subramanian, Shivaram, Koc, Ali, Ramakrishna, Mahesh, Quanz, Brian, Shah, Dhruv, Narayanaswami, Chandra
Format: Preprint
Published: 2023
Subjects:
Online Access:https://arxiv.org/abs/2310.12183
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author Harsha, Pavithra
Subramanian, Shivaram
Koc, Ali
Ramakrishna, Mahesh
Quanz, Brian
Shah, Dhruv
Narayanaswami, Chandra
author_facet Harsha, Pavithra
Subramanian, Shivaram
Koc, Ali
Ramakrishna, Mahesh
Quanz, Brian
Shah, Dhruv
Narayanaswami, Chandra
contents We introduce a new class of data-driven and distribution-free optimistic-robust bimodal inventory optimization (BIO) strategy to effectively allocate inventory across a retail chain to meet time-varying, uncertain omnichannel demand. The bimodal nature of BIO stems from its ability to balance downside risk, as in traditional Robust Optimization (RO), which focuses on worst-case adversarial demand, with upside potential to enhance average-case performance. This enables BIO to remain as resilient as RO while capturing benefits that would otherwise be lost due to endogenous outliers. Omnichannel inventory planning provides a suitable problem setting for analyzing the effectiveness of BIO's bimodal strategy in managing the tradeoff between lost sales at stores and cross-channel e-commerce fulfillment costs, factors that are inherently asymmetric due to channel-specific behaviors. We provide structural insights about the BIO solution and how it can be tuned to achieve a preferred tradeoff between robustness and the average-case performance. Using a real-world dataset from a large American omnichannel retail chain, a business value assessment during a peak period indicates that BIO outperforms pure RO by 27% in terms of realized average profitability and surpasses other competitive baselines under imperfect distributional information by over 10%. This demonstrates that BIO provides a novel, data-driven, and distribution-free alternative to traditional RO that achieves strong average performance while carefully balancing robustness.
format Preprint
id arxiv_https___arxiv_org_abs_2310_12183
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle An Optimistic-Robust Approach for Dynamic Positioning of Omnichannel Inventories
Harsha, Pavithra
Subramanian, Shivaram
Koc, Ali
Ramakrishna, Mahesh
Quanz, Brian
Shah, Dhruv
Narayanaswami, Chandra
Optimization and Control
Artificial Intelligence
We introduce a new class of data-driven and distribution-free optimistic-robust bimodal inventory optimization (BIO) strategy to effectively allocate inventory across a retail chain to meet time-varying, uncertain omnichannel demand. The bimodal nature of BIO stems from its ability to balance downside risk, as in traditional Robust Optimization (RO), which focuses on worst-case adversarial demand, with upside potential to enhance average-case performance. This enables BIO to remain as resilient as RO while capturing benefits that would otherwise be lost due to endogenous outliers. Omnichannel inventory planning provides a suitable problem setting for analyzing the effectiveness of BIO's bimodal strategy in managing the tradeoff between lost sales at stores and cross-channel e-commerce fulfillment costs, factors that are inherently asymmetric due to channel-specific behaviors. We provide structural insights about the BIO solution and how it can be tuned to achieve a preferred tradeoff between robustness and the average-case performance. Using a real-world dataset from a large American omnichannel retail chain, a business value assessment during a peak period indicates that BIO outperforms pure RO by 27% in terms of realized average profitability and surpasses other competitive baselines under imperfect distributional information by over 10%. This demonstrates that BIO provides a novel, data-driven, and distribution-free alternative to traditional RO that achieves strong average performance while carefully balancing robustness.
title An Optimistic-Robust Approach for Dynamic Positioning of Omnichannel Inventories
topic Optimization and Control
Artificial Intelligence
url https://arxiv.org/abs/2310.12183