Robust assortment optimization using worst-case CVaR under the multinomial logit model

DOI10.1016/j.orl.2019.07.010zbMath1476.91081OpenAlexW2966541754WikidataQ127406685 ScholiaQ127406685MaRDI QIDQ2294358

Xiaolong Li, Jiannan Ke

Publication date: 10 February 2020

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2019.07.010

zbMATH Keywords

robust optimizationassortment optimizationconditional value-at-riskmultinomial logit model

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Stochastic programming (90C15) Consumer behavior, demand theory (91B42)

Related Items (3)

Robust assortment optimization under sequential product unavailability ⋮ Robust maximum capture facility location under random utility maximization models ⋮ Optimal bundle composition in competition for continuous attributes

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