Technical Note—Stochastic Optimization with Decisions Truncated by Positively Dependent Random Variables

DOI10.1287/opre.2018.1815zbMath1455.90112OpenAlexW2953256124WikidataQ127640100 ScholiaQ127640100MaRDI QIDQ5129196

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)

Related Items (1)

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

Uses Software

• QRM

Cites Work

• Unnamed Item
• Single-Period Multiproduct Inventory Models with Substitution
• Dynamic Capacity Management with General Upgrading
• TECHNICAL NOTE—Procurement Strategies with Unreliable Suppliers
• Dynamic Capacity Management with Substitution
• Technical Note—A Risk-Averse Newsvendor Model Under the CVaR Criterion
• Optimal Joint Inventory and Transshipment Control Under Uncertain Capacity
• Flexible Service Capacity: Optimal Investment and the Impact of Demand Correlation
• Preservation of Structural Properties in Optimization with Decisions Truncated by Random Variables and Its Applications
• The Structure of Periodic Review Policies in the Presence of Random Yield

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