In-Context Learning for Data-Driven Censored Inventory Control
We study inventory control with decision-dependent censoring, focusing on the censored or repeated newsvendor (R-NV), where each order quantity determines whether demand is fully observed or censored by sales. Existing approaches based on parametric Thompson sampling (TS) can be brittle under prior mismatch, while offline imputation methods need not transfer to online learning. Motivated by the predictive view of decision making, we combine these ideas by taking oracle actions on learned completions of latent demand. We propose in-context generative posterior sampling (ICGPS), which uses modern generative models that are meta-trained offline and deployed online by in-context autoregressiv...
| Authors | Sohom Mukherjee, Anh-Duy Pham, Richard Pibernik et al. |
|---|---|
| Primary category | cs.LG |
| Published | 14 May 2026 |
| Last updated at source | 14 May 2026 |
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