文献11， Xin Chen and David Simchi-Levi. Pricing and Inventory Management. https://publish.illinois.edu/xinchen/files/2012/12/pricing_review_2010_final.pdf ↩︎
发表在 Naval Research Logistics, 2020.
发表在 Management Science, 2022. DOI: https://doi.org/10.1287/mnsc.2020.3922. Area of review: optimization. Key words: prescriptive analytics; data-driven optimization; machine learning; linear regression This paper proposes a general framework called Smart “Predict, then Op……
This lecture we consider methods that learn a parameterized policy that can select actions without consulting a value function. We denote $\boldsymbol{\theta}$ the policy parameter, and write the policy $$ \pi(a \mid s, \boldsymbol{\theta})=\operatorname{Pr}\left\{A_t=a \mid S_t=s, \boldsymbol{\theta}_t=\boldsymbol{\theta}\right\} $$ If the performance measure……
Online Convex Optimization $$ \begin{aligned} & \texttt{protocol: Online Convex Optimisation} \\ & \textbf{Given: } \text{ game length } T, \text{ convex and compact action space } \mathcal{K} \subseteq \mathbb{R}^d \\ & \textbf{For } t=1,2, \ldots, T \\ & \quad \text{ The learner……
Statistic Estimation Parametric distribution estimation 参数的极大似然估计 假如$x$是一个概率分布$p_x(\cdot)$中的参数……
发表在 Production and Operations Management, 2017. DOI: https://doi.org/10.1111/poms.12695. Key words: supply risk management; signal-based supply forecast; multi-sourcing; discretionary selling 文章首先对供应链的供给能力进行时间序列建模……
Stochastic dominance is a partial order between random variables. The concept arises in decision theory and decision analysis in situations where one gamble (a probability distribution over possible outcomes) can be ranked as superior to another gamble for a broad class of……
长斜杠 1 \int \limits_{a}^{b} \frac{x}{y} / \int \limits_c^d \frac{x}{y} 结果是： $$ \int \limits_{a}^{b} \frac{x}{y} / \int \limits_c^d \frac{x}{y} $$ 1 \left. \int \limits_{a}^{b} \frac{x}{y} \middle/ \int \limits_c^d \frac{x}{y} \right. 结果是： $$ \left. \int \limits_{a}^{b}……
Rejection sampling 拒绝采样法是生成一个随机变量样本的方法。 如果随机变量 $X$ 取值于 $[a, b]$，且密度函数……