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Related papers: The Data-Driven Censored Newsvendor Problem

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We study the offline data-driven newsvendor problem with censored demand data. In contrast to prior works where demand is fully observed, we consider the setting where demand is censored at the inventory level and only sales are observed;…

Machine Learning · Computer Science 2026-02-20 Rachitesh Kumar , Omar Mouchtaki

We consider a repeated newsvendor problem where the inventory manager has no prior information about the demand, and can access only censored/sales data. In analogy to multi-armed bandit problems, the manager needs to simultaneously…

Machine Learning · Computer Science 2017-10-17 Gábor Lugosi , Mihalis G. Markakis , Gergely Neu

In this work, we study how the relevance/quality and quantity of past data influence performance by analyzing a contextual Newsvendor problem, in which a decision-maker trades off between underage and overage costs under uncertain demand.…

Machine Learning · Computer Science 2025-10-13 Omar Besbes , Will Ma , Omar Mouchtaki

We study the classical newsvendor problem in which the decision-maker must trade-off underage and overage costs. In contrast to the typical setting, we assume that the decision-maker does not know the underlying distribution driving…

Optimization and Control · Mathematics 2022-07-27 Omar Besbes , Omar Mouchtaki

In the Newsvendor problem, the goal is to guess the number that will be drawn from some distribution, with asymmetric consequences for guessing too high vs. too low. In the data-driven version, the distribution is unknown, and one must work…

Machine Learning · Statistics 2026-01-05 Zhuoxin Chen , Will Ma

Inventory control with unknown demand distribution is considered, with emphasis placed on the case involving discrete nonperishable items. We focus on an adaptive policy which in every period uses, as much as possible, the optimal…

Machine Learning · Statistics 2015-10-23 Michael N. Katehakis , Jian Yang , Tingting Zhou

The newsvendor problem is one of the most basic and widely applied inventory models. There are numerous extensions of this problem. If the probability distribution of the demand is known, the problem can be solved analytically. However,…

Machine Learning · Computer Science 2018-03-07 Afshin Oroojlooyjadid , Lawrence Snyder , Martin Takáč

We study nonstationary newsvendor problems under nonparametric demand models and general distributional measures of nonstationarity, addressing the practical challenges of unknown degree of nonstationarity and demand censoring. We propose a…

Optimization and Control · Mathematics 2025-09-24 Xin Chen , Jiameng Lyu , Shilin Yuan , Yuan Zhou

In this paper, we investigate the performance of Thompson Sampling (TS) for online learning with censored feedback, focusing primarily on the classic repeated newsvendor model--a foundational framework in inventory management--and…

Machine Learning · Computer Science 2026-01-19 Li Chen , Hanzhang Qin , Yunbei Xu , Ruihao Zhu , Weizhou Zhang

This paper investigates the data-driven pricing newsvendor problem, which focuses on maximizing expected profit by deciding on inventory and pricing levels based on historical demand and feature data. We first build an approximate model by…

Optimization and Control · Mathematics 2023-05-12 Wenxuan Liu , Zhihai Zhang

The classic newsvendor model yields an optimal decision for a ``newsvendor'' selecting a quantity of inventory, under the assumption that the demand is drawn from a known distribution. Motivated by applications such as cloud provisioning…

Optimization and Control · Mathematics 2025-02-21 Lin An , Andrew A. Li , Benjamin Moseley , R. Ravi

In retailer management, the Newsvendor problem has widely attracted attention as one of basic inventory models. In the traditional approach to solving this problem, it relies on the probability distribution of the demand. In theory, if the…

Machine Learning · Statistics 2017-06-12 Yanfei Zhang , Junbin Gao

We consider a fundamental generalization of the classical newsvendor problem where the seller needs to decide on the inventory of a product jointly for multiple locations on a metric as well as a fulfillment policy to satisfy the uncertain…

Optimization and Control · Mathematics 2025-06-04 Ayoub Foussoul , Vineet Goyal

In this paper, we study the offline sequential feature-based pricing and inventory control problem where the current demand depends on the past demand levels and any demand exceeding the available inventory is lost. Our goal is to leverage…

Machine Learning · Statistics 2026-03-12 Korel Gundem , Zhengling Qi

The data-driven newsvendor problem with features has recently emerged as a significant area of research, driven by the proliferation of data across various sectors such as retail, supply chains, e-commerce, and healthcare. Given the…

Machine Learning · Statistics 2024-04-25 Tuoyi Zhao , Wen-xin Zhou , Lan Wang

Newsvendor problem is an extensively researched topic in inventory management. In this class of inventory problems, shortage and excess costs are considered to be proportional to the quantity lost. But, for critical goods or commodities,…

Applications · Statistics 2020-07-09 Soham Ghosh , Mamta Sahare , Sujay Mukhoti

This paper studies the multi-item newsvendor problem with a constrained budget and information about demand limited to its range, mean and mean absolute deviation. We consider a minimax model that determines order quantities by minimizing…

Optimization and Control · Mathematics 2023-01-10 Guus Boonstra , Wouter J. E. C. van Eekelen , Johan S. H. van Leeuwaarden

We consider a network inventory system motivated by one-way, on-demand vehicle sharing services. Under uncertain and correlated network demand, the service operator periodically repositions vehicles to match a fixed supply with spatial…

Machine Learning · Statistics 2025-10-20 Hansheng Jiang , Chunlin Sun , Zuo-Jun Max Shen

We introduce a novel strategy to address the issue of demand estimation in single-item single-period stochastic inventory optimisation problems. Our strategy analytically combines confidence interval analysis and inventory optimisation. We…

Optimization and Control · Mathematics 2014-09-09 Roberto Rossi , Steven Prestwich , S. Armagan Tarim , Brahim Hnich

We study an online dynamic pricing problem where the potential demand at each time period $t=1,2,\ldots, T$ is stochastic and dependent on the price. However, a perishable inventory is imposed at the beginning of each time $t$, censoring…

Machine Learning · Statistics 2026-01-26 Jianyu Xu , Yining Wang , Xi Chen , Yu-Xiang Wang
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