Multi-Loss WCVaR Risk Decision Optimization Based On Weight for Centralized Supply Problem of Direct Chain Enterprises (Q5384749): Difference between revisions

Latest revision as of 23:09, 5 November 2024

scientific article; zbMATH DE number 7072911

Language	Label	Description	Also known as
English	Multi-Loss WCVaR Risk Decision Optimization Based On Weight for Centralized Supply Problem of Direct Chain Enterprises	scientific article; zbMATH DE number 7072911

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instance of

scholarly article

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title

Multi-Loss WCVaR Risk Decision Optimization Based On Weight for Centralized Supply Problem of Direct Chain Enterprises (English)

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Asia-Pacific Journal of Operational Research

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publication date

25 June 2019

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zbMATH Keywords

direct chain enterprise

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centralized supply problem

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conditional value at risk

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MWCvaR risk decision optimization robust model

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probability distribution density function cluster

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MaRDI profile type

MaRDI publication profile

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cites work

Newsvendor solutions via conditional value-at-risk minimization

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Portfolio selection with uncertain exit time: a robust CVaR approach

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Portfolio selection under distributional uncertainty: a relative robust CVaR approach

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On general minimax theorems

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A robust approach based on conditional value-at-risk measure to statistical learning problems

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On the conditional and partial trade credit policy with capital constraints: a Stackelberg model

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Optimal replenishment and stocking strategies for inventory mechanism with a dynamically stochastic short-term price discount

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Optimal ordering policy for inventory mechanism with a stochastic short-term price discount

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Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management

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Robust portfolio selection under downside risk measures

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full work available at URL

https://doi.org/10.1142/s0217595919400074

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Identifiers

zbMATH Open document ID

1417.90010

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DOI

10.1142/S0217595919400074

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5384749

@@ Property / cites work @@
+Newsvendor solutions via conditional value-at-risk minimization
+Normal rank
@@ Property / cites work @@
+Portfolio selection with uncertain exit time: a robust CVaR approach
+Normal rank
@@ Property / cites work @@
+Portfolio selection under distributional uncertainty: a relative robust CVaR approach
+Normal rank
@@ Property / cites work @@
+On general minimax theorems
@@ Property / cites work: On general minimax theorems / rank @@
+Normal rank
@@ Property / cites work @@
+A robust approach based on conditional value-at-risk measure to statistical learning problems
+Normal rank
@@ Property / cites work @@
+On the conditional and partial trade credit policy with capital constraints: a Stackelberg model
+Normal rank
@@ Property / cites work @@
+Optimal replenishment and stocking strategies for inventory mechanism with a dynamically stochastic short-term price discount
+Normal rank
@@ Property / cites work @@
+Optimal ordering policy for inventory mechanism with a stochastic short-term price discount
+Normal rank
@@ Property / cites work @@
+Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management
+Normal rank
@@ Property / cites work @@
+Robust portfolio selection under downside risk measures
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0217595919400074
+Normal rank
@@ Property / OpenAlex ID @@
+W2944694909
@@ Property / OpenAlex ID: W2944694909 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q127942455
@@ Property / Wikidata QID: Q127942455 / rank @@
+Normal rank