A price-setting newsvendor problem under mean-variance criteria
From MaRDI portal
(Redirected from Publication:320035)
Recommendations
- On the unimodality of the price-setting newsvendor problem with additive demand under risk considerations
- Mean-variance analysis of the newsvendor problem with price-dependent, isoelastic demand
- A risk-averse newsvendor model under the CVaR criterion
- The price-setting newsvendor problem with nonnegative linear additive demand
- On the optimality conditions of a price-setting newsvendor problem
Cites work
- A multi-product risk-averse newsvendor with exponential utility function
- A risk-averse newsvendor model under the CVaR criterion
- A risk-averse newsvendor with law invariant coherent measures of risk
- Adaptive data-driven inventory control with censored demand based on Kaplan-Meier estimator
- An elasticity approach to the newsvendor with price-sensitive demand
- Combined pricing and inventory control under uncertainty
- Monopoly and Uncertainty
- Pricing and the Newsvendor Problem: A Review with Extensions
- The Newsboy Problem under Alternative Optimization Objectives
- The newsvendor problem: review and directions for future research
- Variability Sensitive Markov Decision Processes
- Variance-Penalized Markov Decision Processes
- Would a risk-averse newsvendor order less at a higher selling price?
Cited in
(24)- The price-setting newsvendor problem with nonnegative linear additive demand
- Pricing, rebate, advertising and ordering policies of a retailer facing price-dependent stochastic demand in newsvendor framework under different risk preferences
- The ubiquitous nature of inventory: vendor managed consignment inventory in adverse market conditions
- Joint pricing and overbooking policy in a full payment presale mechanism of new products
- The price-setting newsvendor with Poisson demand
- An elasticity approach to the newsvendor with price-sensitive demand
- A newsvendor problem with markup pricing in the presence of within-period price fluctuations
- The price-setting newsvendor with nonlinear salvage revenue and shortage cost
- On the unimodality of the price-setting newsvendor problem with additive demand under risk considerations
- Mean-variance analysis of the newsvendor problem with price-dependent, isoelastic demand
- Optimal pricing for selling to a static multi-period newsvendor
- On the unimodality of the manufacturer's objective function in the newsvendor model
- Technical note: Price-setting newsvendor problems with uncertain supply and risk aversion
- Bicriteria optimization in the newsvendor problem with uniformly distributed demand
- On sales effort and pricing decisions under alternative risk criteria
- Mean-variance analysis of sourcing decision under disruption risk
- Impact of cost uncertainty on pricing decisions under risk aversion
- Mean-variance analysis of wholesale price contracts with a capital-constrained retailer: trade credit financing vs. bank credit financing
- Mean-variance analysis and the single-period inventory problem
- Managing the newsvendor modeled product system with random capacity and capacity-dependent price
- Newsvendor problem with clearance pricing
- Profit criteria involving risk in price setting of virtual products
- Mean-variance analysis of sustainable newsvendor problems with stochastic demand under cap-and-trade policy
- On the optimality conditions of a price-setting newsvendor problem
This page was built for publication: A price-setting newsvendor problem under mean-variance criteria
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q320035)
