A multi-product risk-averse newsvendor with exponential utility function
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Publication:2275627
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- Optimal production and inventory policy for multiple products under resource constraints
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- Optimality of Myopic Inventory Policies for Several Substitute Products
- Risk Aversion in Inventory Management
Cited in
(47)- The newsvendor problem under multiplicative background risk
- Inventory centralization with risk-averse newsvendors
- A newsvendor analysis of a binomial yield production process
- An optimization model for inventory system and the algorithm for the optimal inventory costs based on supply-demand balance
- An equilibrium model of the supply chain network under multi-attribute behaviors analysis
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- Mergers and acquisitions between risk-averse parties
- Newsvendor problem with clearance pricing
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- Protecting the data-driven newsvendor against rare events: a correction-term approach
- Risk-averse newsvendor model with strategic consumer behavior
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- Analysis of futures and spot electricity markets under risk aversion
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- A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk
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- New results on high-order risk changes
- Consignment contract for mobile apps between a single retailer and competitive developers with different risk attitudes
- A price-setting newsvendor problem under mean-variance criteria
- Comparative statics effects independent of the utility function. When do we act the same way under risk?
- Impact of cost uncertainty on pricing decisions under risk aversion
- Multi-product newsvendor problem with constraints of second order stochastic dominance and order capability
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- The optimal order decisions of a risk-averse newsvendor under backlogging
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- Constructing decision rules for multiproduct newsvendors: an integrated estimation-and-optimization framework
- High-dimensional stochastic control models for newsvendor problems and deep learning resolution
- A game of the newsvendor problem between a retailer and customers under the space-time hotelling model
- Risk-averse algorithmic support and inventory management
- Robust concave utility maximization over chance constraints
- Spare parts recommendation for corrective maintenance of capital goods considering demand dependency
- Information sharing in a maritime supply chain with carrier sustainability investment
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