Single and multi-period optimal inventory control models with risk-averse constraints

DOI10.1016/j.ejor.2008.11.047zbMath1176.90450OpenAlexW2061284877MaRDI QIDQ1042159

Yue Wu, Huifu Xu, Da-Li Zhang

Publication date: 7 December 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2008.11.047

zbMATH Keywords

stochastic programmingconvex programminginventory controlsample average approximationconditional value at risk constraints

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

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