191stat.ML
The greedy heuristic for the ℓ₀-constrained feature-based newsvendor has no approximation guarantee
PDFYuan and Wang (arXiv:2609.01544) select features for a linear newsvendor decision rule by minimising the empirical newsvendor (pinball) loss plus a ridge term under a hard sparsity constraint |ω|₀ ≤ d, and propose a greedy heuristic for the resulting suppor…
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Evidence summary
144 Lean theorems · 12 stated results · 5 source-labelled candidates. Lean build reported passed by the source. Inspect claims