A Risk-Averse Newsvendor Model Under Trade Credit Contract with CVaR
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Publication:5348799
DOI10.1142/S0217595917400127zbMath1371.90009OpenAlexW2675801871MaRDI QIDQ5348799
Publication date: 21 August 2017
Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0217595917400127
Statistical methods; risk measures (91G70) Sensitivity, stability, parametric optimization (90C31) Inventory, storage, reservoirs (90B05)
Related Items (4)
Impact of deferred payment on decisions and coordination in a dual-channel supply chain with a risk-averse retailer ⋮ Stochastic sensitivity and dynamical complexity of newsvendor models subject to trade credit ⋮ A loss-averse retailer-supplier supply chain model under trade credit in a supplier-Stackelberg game ⋮ The Coordinator Role of Trade Credit Contract for Coordinating Integrated Pricing and Periodic Review Inventory Decisions With Stochastic Demand
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