Why lost sales is still unsolved problem

These days, I read some papers about transshipment. There are two papers mentions why lost sales is hard to handle in general. This recall Zipkin's presentation about greatest unsolved problem in inventory theory. The reason is quite simple. If c(x) is convex, c(a(y)) is still a convex function when a(y) is affine function. But c([a(y)]^+) is not convex function in general. But it is still unimodal. After a little bit more thinking, another reason the authors not mention is that the sum of two unimodal may not be unimodal. That means unimodal doesn't perserve under expectation. So base stock policy may not be optimal policy. Hope I can a paper about lost sales to confirm this is the major reason to impede the discover of optimal policy form for lost sales.