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

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