Coherent risk measures in inventory problems

DOI10.1016/j.ejor.2006.07.016zbMath1128.90002OpenAlexW2032697805MaRDI QIDQ879300

Ulaş Çakmak, Shabbir Ahmed, 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

zbMATH Keywords

dynamic programming inventory models coherent risk measures newsvendor problem conditional-value-at-risk mean-absolute deviation

Mathematics Subject Classification ID

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