Inventory Control with an Exponential Utility Criterion

DOI10.1287/OPRE.40.3.603zbMATH Open0764.90022OpenAlexW1987015078MaRDI QIDQ4017091FDOQ4017091

Authors: M. Bouakiz, Matthew J. Sobel 

Publication date: 16 January 1993

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

Full work available at URL: https://doi.org/10.1287/opre.40.3.603

Recommendations

• Optimal inventory management for exponentially increasing demand with finite rate of production and deterioration
• Optimal inventory control with path-dependent cost criteria
• Inventory Control with Generalized Expediting
• Optimal control of a multi-item inventory model
• On inventory control models with a convex cost function
• Optimal inventory control policy for items with time-dependent demand
• Optimal control of a mean-reverting inventory
• Stochastic optimization of inventory control
• Optimal strategies for inventory control systems with a convex cost function
• Inventory control with fixed cost and price optimization in continuous time

zbMATH Keywords

uncertaintybase-stock policyexponential utility criterionrisk-sensitive inventory model

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Stochastic systems in control theory (general) (93E03)

Cited In (29)

• Transferring and sharing exchange-rate risk in a risk-averse supply chain of a multinational firm
• Monotone trends in inventory-price control under time-consistent coherent risk measure
• Risk-sensitive capacity control in revenue management
• Mathematical modeling for risk averse firm facing loss averse customer's stochastic uncertainty
• A risk-averse inventory model with Markovian purchasing costs
• The risk-averse newsvendor problem under spectral risk measures: a classification with extensions
• Reordering strategies for a newsboy-type product
• Inventory Control with Generalized Expediting
• Inventory centralization with risk-averse newsvendors
• Loss-averse inventory and borrowing decisions with constraints on working capital in fashion and textiles industry
• Risk-sensitive dynamic market share attraction games
• The newsvendor problem: review and directions for future research
• Exchange Curve and Coverage Analysis Tools for Better Inventory Management: A Case Study
• Interdependent demand in the two-period newsvendor problem
• A multi-product continuous review inventory system with stochastic demand, backorders, and a budget constraint
• Approximate solutions to constrained risk-sensitive Markov decision processes
• Joint optimal ordering and weather hedging decisions: mean-CVaR model
• A consumption and investment problem via a Markov decision processes approach with random horizon
• Optimal decisions when balancing expected profit and conditional value-at-risk in newsvendor models
• Coherent risk measures in inventory problems
• Optimal procurement strategies for a risk-averse buyer when price is uncertain
• Optimizing a single-product production-inventory system under constant absolute risk aversion
• A multi-product risk-averse newsvendor with exponential utility function
• The newsstand problem: A capacitated multiple-product single-period inventory problem
• SUPPLY CHAIN COORDINATION WITH CVaR CRITERION
• Mean-variance analysis of the newsvendor problem with price-dependent, isoelastic demand
• Risk analysis of a pay to delay capacity reservation contract
• Markov decision processes with risk-sensitive criteria: an overview
• On sales effort and pricing decisions under alternative risk criteria

This page was built for publication: Inventory Control with an Exponential Utility Criterion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4017091)