Newsvendor solutions via conditional value-at-risk minimization (Q858416): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:24, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Newsvendor solutions via conditional value-at-risk minimization |
scientific article |
Statements
Newsvendor solutions via conditional value-at-risk minimization (English)
0 references
9 January 2007
0 references
risk management
0 references
newsvendor problem
0 references
Conditional Value-at-Risk (CVaR)
0 references
mean-risk model
0 references
convex optimization
0 references