Newsvendor solutions via conditional value-at-risk minimization (Q858416)
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scientific article; zbMATH DE number 5082821
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Newsvendor solutions via conditional value-at-risk minimization |
scientific article; zbMATH DE number 5082821 |
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Newsvendor solutions via conditional value-at-risk minimization (English)
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9 January 2007
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risk management
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newsvendor problem
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Conditional Value-at-Risk (CVaR)
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mean-risk model
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convex optimization
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0.8715760707855225
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0.8488392233848572
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0.8391544818878174
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0.8379018306732178
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