Distributionally robust optimization of a newsvendor model under capital constraint and risk aversion
Jia Zhai, Hui Yu, Kai-Rong Liang, Kevin W. Li
| Year of publication: |
2025
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| Authors: | Zhai, Jia ; Yu, Hui ; Liang, Kai-Rong ; Li, Kevin W. |
| Published in: |
Computers & operations research : an international journal. - Amsterdam [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 1499736-8. - Vol. 173.2025, Art.-No. 106870, p. 1-17
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| Subject: | Newsvendor model | Capital constraint | Risk aversion | Demand ambiguity | Robust conditional value-at-risk (RCVaR) | Risikoaversion | Lagerhaltungsmodell | Inventory model | Risikomaß | Risk measure | Robustes Verfahren | Robust statistics | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.cor.2024.106870 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015101619