Replenishment decisions for complementary components with supply capacity uncertainty under the CVaR criterion

DOI10.1016/J.EJOR.2021.05.015zbMATH Open1490.90025OpenAlexW3165291164MaRDI QIDQ2060403FDOQ2060403

Authors: Yanhai Li, Jinwen Ou 

Publication date: 13 December 2021

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2021.05.015

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• The risk-averse newsvendor problem with random capacity
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zbMATH Keywords

inventoryconditional value-at-riskassembly systemrisk-aversionrandom capacity

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Inventory, storage, reservoirs (90B05)

Cites Work

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• Optimal ordering policy for complementary components with partial backordering and emergency replenishment under spectral risk measure
• Supply and demand functions in inventory models
• Preservation of structural properties in optimization with decisions truncated by random variables and its applications
• Continuous-time portfolio choice under monotone mean-variance preferences -- stochastic factor case
• Technical note: Sochastic optimization with decisions truncated by positively dependent random variables

Cited In (4)

• Optimal ordering policy for complementary components with partial backordering and emergency replenishment under spectral risk measure
• CVaR in joint inventory-pricing decision under unreliable supply
• Supply option purchasing decisions via mismatch cost minimization
• The risk-averse newsvendor problem with random capacity

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