Pages that link to "Item:Q879300"

The following pages link to Coherent risk measures in inventory problems (Q879300):

Displaying 50 items.

• Stochastic linear programming games with concave preferences (Q319166) (← links)
• Impact of cost uncertainty on pricing decisions under risk aversion (Q323131) (← links)
• Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
• Risk management policies for dynamic capacity control (Q337544) (← 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)
• Asymptotic distribution of law-invariant risk functionals (Q650758) (← links)
• Spectral risk measure of holding stocks in the long run (Q827272) (← links)
• An analysis of the Rüschendorf transform -- with a view towards Sklar's theorem (Q906341) (← links)
• A risk-averse newsvendor with law invariant coherent measures of risk (Q924892) (← links)
• A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset (Q979251) (← links)
• Manufacturer cooperation in supplier development under risk (Q992592) (← links)
• Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures (Q993722) (← links)
• Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
• Uniform limit theorems for functions of order statistics (Q1030160) (← links)
• Single and multi-period optimal inventory control models with risk-averse constraints (Q1042159) (← links)
• The newsboy problem when customer demand is a compound renewal process (Q1043342) (← links)
• The newsvendor problem under multiplicative background risk (Q1044126) (← links)
• \textit{Ex-ante} real estate value at risk calculation method (Q1615788) (← links)
• Optimizing conditional value-at-risk in dynamic pricing (Q1621836) (← links)
• Reverse sensitivity testing: what does it take to break the model? (Q1634305) (← links)
• On the unimodality of the price-setting newsvendor problem with additive demand under risk considerations (Q1681152) (← links)
• Risk analysis and decision theory: a bridge (Q1694348) (← links)
• Monotone trends in inventory-price control under time-consistent coherent risk measure (Q1728237) (← links)
• Time-consistent, risk-averse dynamic pricing (Q1737496) (← links)
• Risk aversion in imperfect natural gas markets (Q1751818) (← links)
• The risk-averse newsvendor problem under spectral risk measures: a classification with extensions (Q1752178) (← links)
• Optimizing (\(s, S\)) policies for multi-period inventory models with demand distribution uncertainty: robust dynamic programing approaches (Q1753637) (← links)
• The complete solution procedure for the EOQ and EPQ inventory models with linear and fixed backorder costs (Q1933909) (← links)
• Hedging demand and supply risks in the newsvendor model (Q2018116) (← links)
• Time (in)consistency of multistage distributionally robust inventory models with moment constraints (Q2029289) (← links)
• Socially responsible merchant operations: comparison of shutdown-averse CVaR and anticipated regret policies (Q2060601) (← links)
• Distributionally robust modeling of optimal control (Q2084037) (← links)
• Special issue: Global solution of integer, stochastic and nonconvex optimization problems (Q2097627) (← links)
• Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
• A dynamic programming approach to adjustable robust optimization (Q2275569) (← links)
• Mean-variance analysis of the newsvendor problem with price-dependent, isoelastic demand (Q2294634) (← links)
• Optimal decisions for adoption of item-level RFID in a retail supply chain with inventory shrinkage under CVaR criterion (Q2314732) (← links)
• Controlling risk and demand ambiguity in newsvendor models (Q2315639) (← links)
• Risk analysis with contractual default. Does covenant breach matter? (Q2355962) (← links)
• The risk-averse newsvendor problem with random capacity (Q2356099) (← links)
• Decision tree analysis for a risk averse decision maker: CVaR criterion (Q2356215) (← links)
• \((Q,r)\) model with \(CVaR_\alpha\) of costs minimization (Q2358478) (← links)
• Implications of risk aversion behavior on the green product promotion strategy under manufacturer encroachment (Q2698224) (← links)
• Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (Q2832107) (← links)
• Optimal business hours of the newsvendor problem for retailers (Q2865163) (← links)
• Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis (Q2867427) (← links)
• Robust reward–risk ratio optimization with application in allocation of generation asset (Q2926487) (← links)