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Time Inconsistency of Optimal Policies of Distributionally Robust Inventory Models
Operations Research ( IF 2.7 ) Pub Date : 2020-09-01 , DOI: 10.1287/opre.2019.1932
Alexander Shapiro 1 , Linwei Xin 2
Affiliation  

The authors extend previous studies of time inconsistency to risk averse (distributionally robust) inventory models and show that time inconsistency is not unique to robust multistage decision maki...

中文翻译:

分布鲁棒库存模型最优策略的时间不一致

作者将时间不一致性的先前研究扩展到了规避风险(分布稳健)的库存模型,并表明时间不一致性并不是稳健的多阶段决策系统所独有的。
更新日期:2020-09-01
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