Decision-Focused Bias Correction for Fluid Approximation

arXiv:2512.15726v2 Announce Type: replace-cross Abstract: We revisit the multi-period newsvendor network problem, in which demands from multiple customers are correlated and jointly time-varying. Due to the curse of dimensionality associated with estimating the full joint demand distribution, we consider fluid approximation, a widely used approach for solving two-stage stochastic optimization problems such as large-scale service-system design. However, replacing the underlying random distribution (e.g., the demand distribution) with its mean (e.g., the time-varying average arrival rate) introd