Pages that link to "Item:Q858416"
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The following pages link to Newsvendor solutions via conditional value-at-risk minimization (Q858416):
Displaying 50 items.
- Stochastic linear programming games with concave preferences (Q319166) (← links)
- Risk shaping in production planning problem with pricing under random yield (Q323120) (← links)
- Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
- An empirical analysis of scenario generation methods for stochastic optimization (Q323497) (← links)
- Robust multi-market newsvendor models with interval demand data (Q421536) (← links)
- Coordination scheme for restructuring business operation of the single period newsvendor problem (Q459738) (← links)
- Coordinating contracts for two-stage fashion supply chain with risk-averse retailer and price-dependent demand (Q460365) (← links)
- Optimal ordering policy of a risk-averse retailer subject to inventory inaccuracy (Q474772) (← links)
- Supply chain risk analysis with mean-variance models: a technical review (Q512907) (← links)
- Dynamic linear programming games with risk-averse players (Q526824) (← links)
- Joint optimal ordering and weather hedging decisions: mean-CVaR model (Q539482) (← links)
- The newsvendor problem: review and directions for future research (Q545106) (← links)
- Optimal decisions when balancing expected profit and conditional value-at-risk in newsvendor models (Q545417) (← links)
- Selection of a dynamic supply portfolio in make-to-order environment with risks (Q613515) (← links)
- Supplier selection in make-to-order environment with risks (Q636442) (← links)
- Bicriteria optimization in the newsvendor problem with uniformly distributed demand (Q693151) (← links)
- A risk-averse newsvendor with law invariant coherent measures of risk (Q924892) (← links)
- Outsourcing and capacity planning in an uncertain global environment (Q992588) (← links)
- Manufacturer's return policy in a two-stage supply chain with two risk-averse retailers and random demand (Q992640) (← links)
- Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures (Q993722) (← links)
- The newsboy problem when customer demand is a compound renewal process (Q1043342) (← links)
- Optimizing conditional value-at-risk in dynamic pricing (Q1621836) (← links)
- Inventory centralization with risk-averse newsvendors (Q1622045) (← links)
- Reverse sensitivity testing: what does it take to break the model? (Q1634305) (← links)
- A survey on risk-averse and robust revenue management (Q1694904) (← links)
- Multi-objective mean-variance-skewness model for nonconvex and stochastic optimal power flow considering wind power and load uncertainties (Q1694953) (← links)
- Coping with loss aversion in the newsvendor model (Q1723547) (← links)
- Study on single cycle production allocation and supply strategy for DCEs based on the CVaR criterion (Q1727250) (← links)
- Time-consistent, risk-averse dynamic pricing (Q1737496) (← links)
- The risk-averse newsvendor problem under spectral risk measures: a classification with extensions (Q1752178) (← links)
- Integrated operational and financial hedging with capacity reshoring (Q1753469) (← links)
- On the loss-averse dual-sourcing problem under supply disruption (Q1782188) (← links)
- Accurate response by postponement (Q1926779) (← links)
- Credibilistic value and average value at risk in fuzzy risk analysis (Q1933548) (← links)
- A loss-averse retailer-supplier supply chain model under trade credit in a supplier-Stackelberg game (Q1998383) (← links)
- Hedging demand and supply risks in the newsvendor model (Q2018116) (← links)
- On sales effort and pricing decisions under alternative risk criteria (Q2030303) (← links)
- Replenishment decisions for complementary components with supply capacity uncertainty under the CVaR criterion (Q2060403) (← links)
- Dynamic coordinated maintenance of wind-farms with risk-averse agents under CVaR criterion (Q2097722) (← links)
- Subsidizing mass adoption of electric vehicles with a risk-averse manufacturer (Q2140432) (← links)
- The mean chance conditional value at risk under interval type-2 intuitionistic fuzzy random environment (Q2153686) (← links)
- Optimal ordering policy for complementary components with partial backordering and emergency replenishment under spectral risk measure (Q2178073) (← links)
- Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures (Q2184073) (← links)
- Does marginal VaR lead to improved performance of managed portfolios: a study of S\&P BSE 100 and S\&P BSE 200 (Q2216399) (← links)
- Optimal inventory policy through dual sourcing (Q2221472) (← links)
- Transferring and sharing exchange-rate risk in a risk-averse supply chain of a multinational firm (Q2253995) (← links)
- Optimal material ordering policy and allocation rule for a manufacturer making multiple products (Q2295174) (← links)
- Optimal inventory decisions for a risk-averse retailer when offering layaway (Q2301945) (← links)
- Controlling risk and demand ambiguity in newsvendor models (Q2315639) (← links)
- Risk analysis with contractual default. Does covenant breach matter? (Q2355962) (← links)
