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The Online Shortest Path Problem: Learning Travel Times Using a Multiarmed Bandit Framework
Published 2024In the age of e-commerce, logistics companies often operate within extensive road networks without accurate knowledge of travel times for their specific fleet of vehicles. Moreover, millions of dollars are spent on routing ...Article -
Closed-Form Solutions for Distributionally Robust Inventory Management: A Controlled Relaxation Method
Published 2023When only the moments (mean, variance or t-th moment) of the underline distribution are known, a variety of many max-min optimization models choose actions to maximize the firm’s expected profit against the most unfavorable ...Working Paper -
Closed-Form Solutions for Distributionally Robust Inventory Management: Extended Reformulation using Zero-Sum Game
Published 2022-07-27When only the moments (mean, variance or t-th moment) of the underline distribution are known, numerous max-min optimization models can be interpreted as a zero-sum game, in which the decision maker (DM) chooses actions ...Open AccessArticle -
Managing Inventory and Financing Decisions Under Ambiguity
Published 2022-08-30Micro, small and medium-sized enterprises (MSMEs) face persistent challenges in raising capitals, and one of the practical reasons could be the high level of ambiguity in this sector. As many not-for-profit organizations ...Working Paper -
Higher Moment Constraints for Predictive Density Combinations
Published 2020-05-01The majority of financial data exhibit asymmetry and heavy tails, which makes forecasting the entire density critically important. Recently, a forecast combination methodology has been developed to combine predictive ...Open AccessArticle