Data-driven risk-averse newsvendor problems : developing the CVaR criteria and support vector machines
Year of publication: |
2024
|
---|---|
Authors: | Chen, Zhen-Yu |
Subject: | conditional value-at-risk | Data science | newsvendor model | risk aversion | support vector machine | Mustererkennung | Pattern recognition | Lagerhaltungsmodell | Inventory model | Risikoaversion | Risk aversion | Risikomaß | Risk measure | Theorie | Theory |
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