Browsing Sloan School of Management by Subject "Sample Average Approximation"

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    • The Big Data Newsvendor: Practical Insights from Machine Learning 

      Rudin, Cynthia; Vahn, Gah-Yi (DSpace, 2014-02-06)
      We investigate the newsvendor problem when one has n observations of p features related to the demand as well as past demands. Both small data (p=n = o(1)) and big data (p=n = O(1)) are considered. For both cases, we propose ...