A multi-product risk-averse newsvendor with exponential utility function
Year of publication: |
2011
|
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Authors: | Choi, Sungyong ; Ruszczyński, Andrzej P. |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 214.2011, 1 (1.10.), p. 78-84
|
Subject: | Nutzenfunktion | Utility function | Risikoaversion | Risk aversion | Lagerhaltungsmodell | Inventory model | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
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