The University of Southampton
University of Southampton Institutional Repository

Robust newsvendor games with ambiguity in demand distributions

Robust newsvendor games with ambiguity in demand distributions
Robust newsvendor games with ambiguity in demand distributions
In classical newsvendor games, vendors collaborate to serve their aggregate demand whose joint distribution is assumed known with certainty. We investigate a new class of newsvendor games with ambiguity in the joint demand distributions, which is represented by a Fr\'echet class of distributions with some, possibly overlapping, marginal information. To model this new class of games, we use ideas from distributionally robust optimization to handle distributional ambiguity and study the robust newsvendor games. We provide conditions for the existence of core solutions of these games using the structural analysis of the worst-case joint demand distributions of the corresponding distributionally robust newsvendor optimization problem.
Cooperative games, Newsvendor games, Robust optimization, Stability, Uncertain payoffs
0030-364X
965-1284
Doan, Xuan Vinh
dea2304c-ddb6-4eba-9ac8-09c2a82b0c1f
Nguyen, Tri-Dung
a6aa7081-6bf7-488a-b72f-510328958a8e
Doan, Xuan Vinh
dea2304c-ddb6-4eba-9ac8-09c2a82b0c1f
Nguyen, Tri-Dung
a6aa7081-6bf7-488a-b72f-510328958a8e

Doan, Xuan Vinh and Nguyen, Tri-Dung (2020) Robust newsvendor games with ambiguity in demand distributions. Operations Research, 68 (4), 965-1284. (doi:10.1287/opre.2019.1955).

Record type: Article

Abstract

In classical newsvendor games, vendors collaborate to serve their aggregate demand whose joint distribution is assumed known with certainty. We investigate a new class of newsvendor games with ambiguity in the joint demand distributions, which is represented by a Fr\'echet class of distributions with some, possibly overlapping, marginal information. To model this new class of games, we use ideas from distributionally robust optimization to handle distributional ambiguity and study the robust newsvendor games. We provide conditions for the existence of core solutions of these games using the structural analysis of the worst-case joint demand distributions of the corresponding distributionally robust newsvendor optimization problem.

Text
Robust-Newsvendor-Game - Author's Original
Restricted to Repository staff only
Request a copy
Text
paper_FINAL - Accepted Manuscript
Download (443kB)

More information

Accepted/In Press date: 18 September 2019
e-pub ahead of print date: 29 June 2020
Published date: July 2020
Keywords: Cooperative games, Newsvendor games, Robust optimization, Stability, Uncertain payoffs

Identifiers

Local EPrints ID: 431832
URI: http://eprints.soton.ac.uk/id/eprint/431832
ISSN: 0030-364X
PURE UUID: 6bb1256b-4f2e-46e5-aafa-1b3d89bd8f4f
ORCID for Tri-Dung Nguyen: ORCID iD orcid.org/0000-0002-4158-9099

Catalogue record

Date deposited: 19 Jun 2019 16:30
Last modified: 16 Mar 2024 04:06

Export record

Altmetrics

Contributors

Author: Xuan Vinh Doan
Author: Tri-Dung Nguyen ORCID iD

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×