Pages that link to "Item:Q3098759"
From MaRDI portal
The following pages link to A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk (Q3098759):
Displaying 32 items.
- Stochastic linear programming games with concave preferences (Q319166) (← links)
- Operations-finance interface models: a literature review and framework (Q319489) (← links)
- On the relationship between entropy, demand uncertainty, and expected loss (Q319648) (← links)
- Risk shaping in production planning problem with pricing under random yield (Q323120) (← links)
- Robust newsvendor problem with autoregressive demand (Q342303) (← links)
- Multi-tier binary solution method for multi-product newsvendor problem with multiple constraints (Q439517) (← links)
- Distributionally robust multi-item newsvendor problems with multimodal demand distributions (Q494311) (← links)
- Dynamic linear programming games with risk-averse players (Q526824) (← links)
- Optimizing conditional value-at-risk in dynamic pricing (Q1621836) (← links)
- A newsvendor analysis of a binomial yield production process (Q1631521) (← links)
- A risk-averse inventory model with Markovian purchasing costs (Q1666957) (← links)
- Risk analysis and decision theory: a bridge (Q1694348) (← links)
- Coping with loss aversion in the newsvendor model (Q1723547) (← links)
- The risk-averse newsvendor problem under spectral risk measures: a classification with extensions (Q1752178) (← links)
- Integrated operational and financial hedging with capacity reshoring (Q1753469) (← links)
- Protecting the data-driven newsvendor against rare events: a correction-term approach (Q1789579) (← links)
- Stochastic sensitivity and dynamical complexity of newsvendor models subject to trade credit (Q1998328) (← links)
- Time (in)consistency of multistage distributionally robust inventory models with moment constraints (Q2029289) (← links)
- Low-carbon strategies in dual-channel supply chain under risk aversion (Q2086856) (← links)
- Robust multi-product inventory optimization under support vector clustering-based data-driven demand uncertainty set (Q2153562) (← links)
- On stochastic auctions in risk-averse electricity markets with uncertain supply (Q2183225) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- Capacity and assortment planning under one-way supplier-driven substitution for pharmacy kiosks with low drug demand (Q2282497) (← links)
- Controlling risk and demand ambiguity in newsvendor models (Q2315639) (← links)
- The risk-averse newsvendor problem with random capacity (Q2356099) (← links)
- Tight tail probability bounds for distribution-free decision making (Q2670527) (← links)
- Managing Underperformance Risk in Project Portfolio Selection (Q3450467) (← links)
- LOG-CONCAVITY OF COMPOUND DISTRIBUTIONS WITH APPLICATIONS IN OPERATIONAL AND ACTUARIAL MODELS (Q5051903) (← links)
- Target-Oriented Distributionally Robust Optimization and Its Applications to Surgery Allocation (Q5106406) (← links)
- Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
- Technical note - operational statistics: Properties and the risk-averse case (Q5256812) (← links)
- Weather rebate contracts for different risk attitudes of supply chain members (Q6168595) (← links)
