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

dependent supply capacity uncertaintyinventory managementrisk aversionstochastic optimizationtwo-part fee structure

Mathematics Subject Classification ID

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

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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)

• Replenishment decisions for complementary components with supply capacity uncertainty under the CVaR criterion
• 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

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• QRM

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