Derives closed-form optimal order quantity for newsvendor under mean-variance ambiguity and optimal-transport misspecification, generalizing Scarf model with finite-sample performance guarantees separating estimation error and distribution shift.
Wallace, Steve Zymler
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Newsvendor under Ambiguity and Misspecification
Derives closed-form optimal order quantity for newsvendor under mean-variance ambiguity and optimal-transport misspecification, generalizing Scarf model with finite-sample performance guarantees separating estimation error and distribution shift.