Production Planning with Risk Hedging Under a Conditional Value at Risk Objective

DOI10.1287/opre.2022.2423OpenAlexW4317209876MaRDI QIDQ6192782

David D. W. Yao, Liao Wang

Publication date: 12 March 2024

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.2022.2423

zbMATH Keywords

production planningoptimal hedgingCVaRdownside risk aversion

Mathematics Subject Classification ID

Transportation, logistics and supply chain management (90B06) Production models (90B30) Credit risk (91G40)

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