What is the best quantity of a given good that we can buy today for selling tomorrow ? Obviously, the answer depends on the knowledge we have about the future trends of the market. When expressing this knowledge by a probability distribution, many assumptions are often introduced that are not founded on an actual knowledge, but only on computational facilities.
In fact, the knowledge we can ever have about the probability distribution of the future demand is far lower than the limited knowledge we can have about the future demand itself. Therefore it is interesting to investigate how robust are the "hints for an optimal inventory" we can extract from what we really know.
This robustness will be studied using the well known newsboy problem.