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

DOI10.1016/J.EJOR.2021.05.015MaRDI QIDQ2060403zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

inventoryconditional value-at-riskassembly systemrisk-aversionrandom capacity

Mathematics Subject Classification ID

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

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Cites work

• A Periodic Review, Production Planning Model with Uncertain Capacity and Uncertain Demand—Optimality of Extended Myopic Policies
• A risk-averse newsvendor model under the CVaR criterion
• Assemble-to-order systems: a review
• Coherent measures of risk
• Continuous-time portfolio choice under monotone mean-variance preferences -- stochastic factor case
• Correlation and dependence
• Dual sourcing: responsive hedging against correlated supply and demand uncertainty
• Financial risk, inventory decision and process improvement for a firm with random capacity
• Further developments on sufficient conditions for negative dependence of random variables.
• Integrating dynamic pricing and replenishment decisions under supply capacity uncertainty
• Joint optimal ordering and weather hedging decisions: mean-CVaR model
• Managing inventory and supply performance in assembly systems with random supply capacity and demand
• Measures of risk
• Minimizing a Submodular Function on a Lattice
• Newsvendor models with dependent random supply and demand
• Newsvendor solutions via conditional value-at-risk minimization
• Optimal ordering policy for complementary components with partial backordering and emergency replenishment under spectral risk measure
• Optimal production planning for assembly systems with uncertain capacities and random demand
• Preservation of structural properties in optimization with decisions truncated by random variables and its applications
• Stochastic orders
• Supply and demand functions in inventory models
• Technical note: Sochastic optimization with decisions truncated by positively dependent random variables
• The price-setting newsvendor problem with nonnegative linear additive demand
• The risk-averse newsvendor problem under spectral risk measures: a classification with extensions
• The risk-averse newsvendor problem with random capacity

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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