Imagen de Portada

Reconciling Risk-Aversion Paradoxes in the Distribution-Free Newsvendor Problem: Scarf's Rule Meets Dual Utility

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Li, Jonathan Yu-Meng, Mao, Tiantian, Valimoradi, Reza
Formato:	Preprint
Publicado:	2025
Materias:	Optimization and Control
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

On Generalization and Regularization via Wasserstein Distributionally Robust Optimization
por: Wu, Qinyu, et al.
Publicado: (2022)

The Data-Driven Censored Newsvendor Problem
por: Hssaine, Chamsi, et al.
Publicado: (2024)

Deep Neural Newsvendor
por: Han, Jinhui, et al.
Publicado: (2023)

Distributionally Robust Newsvendor on a Metric
por: Foussoul, Ayoub, et al.
Publicado: (2024)

The Nonstationary Newsvendor with (and without) Predictions
por: An, Lin, et al.
Publicado: (2023)

Newsvendor under Ambiguity and Misspecification
por: Liu, Feng, et al.
Publicado: (2024)

Projection-Free Functional Constrained Optimization for Risk Aversion and Sparsity Control
por: Cheng, Yi, et al.
Publicado: (2022)

Closing the Gaps: Optimality of Sample Average Approximation for Data-Driven Newsvendor Problems
por: Lyu, Jiameng, et al.
Publicado: (2024)

Deep Generative Demand Learning for Newsvendor and Pricing
por: Gong, Shijin, et al.
Publicado: (2024)

Perturbed Fenchel Duality and Primal-Dual Convergence of First-Order Methods
por: Zhao, Tiantian
Publicado: (2024)

Wasserstein Distributionally Robust Quantile Regression
por: Zhang, Chunxu, et al.
Publicado: (2026)

PSAHARA Utility Family: Modeling Non-monotone Risk Aversion and Convex Compensation in Incomplete Markets
por: Liu, Yang, et al.
Publicado: (2024)

Learning When to Restart: Nonstationary Newsvendor from Uncensored to Censored Demand
por: Chen, Xin, et al.
Publicado: (2025)

Risk-Adaptive Local Decision Rules
por: Royset, Johannes O., et al.
Publicado: (2023)

An Alternating Direction Method of Multipliers for Utility-based Shortfall Risk Portfolio Optimization
por: Xiao, Rufeng, et al.
Publicado: (2025)

Dual Privacy Guarantees for Distributed Nash Equilibrium Seeking in Aggregative Games
por: Meng, Qingtan, et al.
Publicado: (2026)

From Contextual Data to Newsvendor Decisions: On the Actual Performance of Data-Driven Algorithms
por: Besbes, Omar, et al.
Publicado: (2023)

A Bi-Level Optimization Method for Redundant Dual-Arm Minimum Time Problems
por: Fried, Jonathan, et al.
Publicado: (2025)

A Capacitated Collection-and-Delivery-Point Location Problem with Random Utility Maximizing Customers
por: Ulloa, David Pinzon, et al.
Publicado: (2024)

A Triple-Bregman Balanced Primal-Dual Algorithm for Saddle Point Problems
por: Yu, Jintao, et al.
Publicado: (2025)

Modified Polyhedral Method for Elicitation of Shape-Free Utility and Conservatism Reduction in Robust Optimization
por: Zhang, Sainan, et al.
Publicado: (2025)

Two-stage and Lagrangian Dual Decision Rules for Multistage Adaptive Robust Optimization
por: Daryalal, Maryam, et al.
Publicado: (2023)

One Equation to Rule Them All -- Part II: Direct Data-Driven Reduction and Regulation
por: Mao, Junyu, et al.
Publicado: (2025)

One Equation to Rule Them All -- Part I: Direct Data-Driven Cascade Stabilisation
por: Mao, Junyu, et al.
Publicado: (2025)

Emerging Optimization Problems for Distribution in Same-day Delivery
por: Li, Yuanyuan, et al.
Publicado: (2024)

Projection-Free Algorithms for Minimax Problems
por: Giang-Tran, Khanh-Hung, et al.
Publicado: (2026)

A Diagnostic Framework for Implementation Risk in Bilevel Decision Problems: The Ambiguity Premium and the Robustness--Efficiency Frontier
por: Yu, Jiguang
Publicado: (2026)

Loss Aversion and State-Dependent Linear Utility Functions for Monetary Returns
por: Lahiri, Somdeb
Publicado: (2024)

Direct Spectral Acceleration of First-Order Methods for Saddle Point Problems with Bilinear Coupling
por: Li, Meng, et al.
Publicado: (2026)

A Model-Based Derivative-Free Optimization Algorithm for Partially Separable Problems
por: Liu, Yichuan, et al.
Publicado: (2025)

Convexification of the Quantum Network Utility Maximisation Problem
por: Kar, Sounak, et al.
Publicado: (2024)

Safe Feature Identification Rule for Fused Lasso by An Extra Dual Variable
por: Shang, Pan, et al.
Publicado: (2024)

Risk-Averse Antibiotics Time Machine Problem
por: Tuncer, Deniz, et al.
Publicado: (2025)

Distributed Retraction-Free and Communication-Efficient Optimization on the Stiefel Manifold
por: Song, Yilong, et al.
Publicado: (2025)

Extended Zero-Gradient-Sum Approach for Constrained Distributed Optimization with Free Initialization
por: Shi, Xinli, et al.
Publicado: (2023)

On the Sparsity of Optimal Linear Decision Rules for a Class of Robust Optimization Problems with Box Uncertainty Sets
por: Lu, Haihao, et al.
Publicado: (2022)

Generative Adversarial Regression (GAR): Learning Conditional Risk Scenarios
por: Asadi, Saeed, et al.
Publicado: (2026)

The Distributionally Robust Cyclic Inventory Routing Problem
por: Jia, Menglei, et al.
Publicado: (2026)

Primal-Dual Bundle Methods for Linear Equality-Constrained Problems
por: Zheng, Zhuoqing, et al.
Publicado: (2025)

Distributionally Robust Airport Ground Holding Problem under Wasserstein Ambiguity Sets
por: Wu, Haochen, et al.
Publicado: (2023)