Newsvendor solutions via conditional value-at-risk minimization (Q858416): Difference between revisions

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+https://doi.org/10.1016/j.ejor.2006.03.022
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+W1981342995
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@@ Property / cites work @@
+Optimality Criteria and Risk in Inventory Models: The Case of the Newsboy Problem
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+Coherent Measures of Risk
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+The Risk-Averse (and Prudent) Newsboy
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+The Use of Versatile Distribution Families in Some Stochastic Inventory Calculations
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+The Newsboy Problem under Alternative Optimization Objectives
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+On consistency of stochastic dominance and mean-semideviation models
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+Dual Stochastic Dominance and Related Mean-Risk Models
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+Q2724706
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+Saddle points of Hamiltonian systems in convex problems of Lagrange
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+A Minimax Portfolio Selection Rule with Linear Programming Solution
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+Publication:858416