Distributionally robust optimization of a newsvendor model under capital constraint and risk aversion (Q6979010)
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scientific article; zbMATH DE number 8045640
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| English | Distributionally robust optimization of a newsvendor model under capital constraint and risk aversion |
scientific article; zbMATH DE number 8045640 |
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Distributionally robust optimization of a newsvendor model under capital constraint and risk aversion (English)
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26 May 2025
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newsvendor model
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capital constraint
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risk aversion
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demand ambiguity
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robust conditional value-at-risk (RCVaR)
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