Technical note: Sochastic optimization with decisions truncated by positively dependent random variables

DOI10.1287/OPRE.2018.1815MaRDI QIDQ5129196zbMATH OpenOpenAlexWikidataFDO

Authors Xin Chen, Xiang-Yu Gao

Publication date 26 October 2020

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.2018.1815

zbMATH Keywords

stochastic optimizationrisk aversioninventory managementdependent supply capacity uncertaintytwo-part fee structure

Mathematics Subject Classification ID

Stochastic programming (90C15) Inventory, storage, reservoirs (90B05) Risk models (general) (91B05)

Recommendations

• Preservation of structural properties in optimization with decisions truncated by random variables and its applications
• Technical note -- Preservation of additive convexity and its applications in stochastic optimization problems
• Stochastic Optimization Methods
• Optimal ordering decisions for two substitutable products with stochastic demands
• The stochastic ordering of mean-preserving transformations and its applications

Cites work

• A risk-averse newsvendor model under the CVaR criterion
• Dynamic capacity management with general upgrading
• Dynamic capacity management with substitution
• Flexible Service Capacity: Optimal Investment and the Impact of Demand Correlation
• Optimal Joint Inventory and Transshipment Control Under Uncertain Capacity
• Preservation of structural properties in optimization with decisions truncated by random variables and its applications
• Procurement strategies with unreliable suppliers
• Quantitative risk management. Concepts, techniques and tools
• Single-period multiproduct inventory models with substitution
• The Structure of Periodic Review Policies in the Presence of Random Yield

Cited in

(3)

• Preservation of structural properties in optimization with decisions truncated by random variables and its applications
• Replenishment decisions for complementary components with supply capacity uncertainty under the CVaR criterion
• Technical note -- Preservation of additive convexity and its applications in stochastic optimization problems

Describes a project that uses

Uses Software

• QRM

This page was built for publication: Technical note: Sochastic optimization with decisions truncated by positively dependent random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5129196)