首页 | 本学科首页   官方微博 | 高级检索  
     


Weak aggregating algorithm for the distribution-free perishable inventory problem
Authors:Tatsiana Levina  Vladimir Vovk
Affiliation:
  • a School of Business, Queen’s University, 143 Union St., Kingston, ON, K7L 3N6, Canada
  • b Department of Computer Science, Royal Holloway, University of London, Egham, Surrey TW20 0EX, UK
  • Abstract:We formulate the multiperiod, distribution-free perishable inventory problem as a problem of prediction with expert advice and apply an online learning method (the Weak Aggregating Algorithm) to solve it. We show that the asymptotic average performance of this method is as good as that of any time-dependent stocking rule in a given parametric class.
    Keywords:Online learning   Newsvendor problem   Aggregating algorithm
    本文献已被 ScienceDirect 等数据库收录!
    设为首页 | 免责声明 | 关于勤云 | 加入收藏

    Copyright©北京勤云科技发展有限公司  京ICP备09084417号