Inventory Control with an Exponential Utility Criterion
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Publication:4017091
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Cited in
(29)- The newsstand problem: A capacitated multiple-product single-period inventory problem
- Reordering strategies for a newsboy-type product
- Risk-sensitive dynamic market share attraction games
- Inventory centralization with risk-averse newsvendors
- A risk-averse inventory model with Markovian purchasing costs
- Monotone trends in inventory-price control under time-consistent coherent risk measure
- The risk-averse newsvendor problem under spectral risk measures: a classification with extensions
- A multi-product continuous review inventory system with stochastic demand, backorders, and a budget constraint
- Mathematical modeling for risk averse firm facing loss averse customer's stochastic uncertainty
- On sales effort and pricing decisions under alternative risk criteria
- A consumption and investment problem via a Markov decision processes approach with random horizon
- Transferring and sharing exchange-rate risk in a risk-averse supply chain of a multinational firm
- A multi-product risk-averse newsvendor with exponential utility function
- Mean-variance analysis of the newsvendor problem with price-dependent, isoelastic demand
- Interdependent demand in the two-period newsvendor problem
- Risk-sensitive capacity control in revenue management
- Inventory Control with Generalized Expediting
- SUPPLY CHAIN COORDINATION WITH CVaR CRITERION
- Loss-averse inventory and borrowing decisions with constraints on working capital in fashion and textiles industry
- Optimal procurement strategies for a risk-averse buyer when price is uncertain
- Exchange Curve and Coverage Analysis Tools for Better Inventory Management: A Case Study
- Joint optimal ordering and weather hedging decisions: mean-CVaR model
- The newsvendor problem: review and directions for future research
- Optimal decisions when balancing expected profit and conditional value-at-risk in newsvendor models
- Risk analysis of a pay to delay capacity reservation contract
- Optimizing a single-product production-inventory system under constant absolute risk aversion
- Approximate solutions to constrained risk-sensitive Markov decision processes
- Markov decision processes with risk-sensitive criteria: an overview
- Coherent risk measures in inventory problems
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