3. Prescriptive Analytics

Inventory and Allocation

Convert demand uncertainty and asymmetric costs into replenishment decisions

Inventory and Allocation

The newsvendor balance

For one-period perishable inventory:

  • underage cost CuC_u: consequence of one unit too few;
  • overage cost CoC_o: consequence of one unit too many.

The optimal demand quantile under the classical assumptions is

F(Q)CuCu+Co.F(Q^*)\ge\frac{C_u}{C_u+C_o}.

This is a decision rule, not a forecast accuracy metric.

HarborMart fresh meals

Selling price is £8, purchase cost £5, end-of-day salvage £2, and an estimated service loss of £1 accompanies a stockout.

Cu=(85)+1=£4,Co=52=£3.C_u=(8-5)+1=£4,\qquad C_o=5-2=£3.

Critical fractile is 4/7=0.5714/7=0.571. Forecast demand distribution:

DemandProbabilityCumulative probability
800.200.20
1000.300.50
1200.300.80
1500.201.00

The first quantity whose cumulative probability reaches 0.571 is 120 meals.

Py

Audit the newsvendor quantity

Idle

The calculation depends on the forecast distribution and cost assumptions. If salvage, substitution or goodwill estimates change, so can the order.

From forecast to inventory system

The one-period model omits:

  • multi-period carryover and shelf life;
  • lead time and order frequency;
  • pack sizes and supplier minimums;
  • substitution and lost-sales observation;
  • capacity shared across products;
  • demand affected by stock visibility or price.

For multi-period inventory, distinguish cycle stock, safety stock, reorder trigger and service measure. “95% service” could mean cycle-service probability or fill rate; define it.

Allocation under scarcity

When supply is fixed, allocate by expected incremental value, not historical sales alone. For each destination, consider:

  • probability of sale before expiry;
  • contribution and substitution;
  • stockout/service consequence;
  • transport and handling;
  • minimum fair/service constraints;
  • forecast and parameter uncertainty.

A high-demand store may already have enough inventory; the next unit’s marginal value can be higher elsewhere.

Current frontier

The modern “predict then optimise” literature asks whether statistical errors matter equally to the downstream decision. Smart Predict, then Optimize trains with optimisation structure, while the 2025 contextual optimisation survey maps several frameworks and their assumptions. These are extensions after a transparent baseline, not permission to hide costs and constraints.

Quick check

Two demand models have identical MAE. Model A is best near the median; Model B estimates the 80th percentile better. Under critical fractile 0.80, which evidence matters most?

Answer
Accuracy around the decision quantile matters more. Validate the quantile and downstream inventory cost directly; equal overall MAE does not imply equal ordering value.

Next: Queues and Simulation

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