Coherent risk measures in inventory problems
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Publication:879300
DOI10.1016/J.EJOR.2006.07.016zbMATH Open1128.90002OpenAlexW2032697805MaRDI QIDQ879300FDOQ879300
Authors: S. Ahmed, Ulaş Çakmak, Alexander Shapiro 
Publication date: 11 May 2007
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2006.07.016
Recommendations
dynamic programmingnewsvendor problemcoherent risk measuresconditional-value-at-riskinventory modelsmean-absolute deviation
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- Title not available (Why is that?)
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- Distributionally robust modeling of optimal control
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- Technical note -- time inconsistency of optimal policies of distributionally robust inventory models
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- Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures
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- Multilevel stochastic gradient methods for nested composition optimization
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- Technical note: Operational statistics: properties and the risk-averse case
- Balancing the profit and capacity under uncertainties: a target‐based distributionally robust knapsack problem
- Optimal decisions for adoption of item-level RFID in a retail supply chain with inventory shrinkage under CVaR criterion
- Markov decision processes with risk-sensitive criteria: an overview
- Implications of risk aversion behavior on the green product promotion strategy under manufacturer encroachment
- Optimal business hours of the newsvendor problem for retailers
- Stochastic monotonicity of mixture conditional value-at-risk and its applications to inventory systems
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