Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach (Q3305577)

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Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach
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    Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach (English)
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    10 August 2020
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    newsvendor model
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    stochastic dominance
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    Levy's transformation
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    mean-conditional value-at-risks
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    stockout cost
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