Robust inventory decision under distribution uncertainty : a CVaR-based optimization approach
Ruozhen Qiu; Jennifer Shang; Xiaoyuan Huang
| Year of publication: |
2014
|
|---|---|
| Authors: | Qiu, Ruozhen ; Shang, Jennifer ; Huang, Xiaoyuan |
| Published in: |
International journal of production economics. - Amsterdam [u.a.] : Elsevier, ISSN 0925-5273, ZDB-ID 1092526-0. - Vol. 153.2014, p. 13-23
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| Subject: | Inventory | Robust decision | Risk-averse | Newsvendor model | Conditional value-at-risk | Lagerhaltungsmodell | Inventory model | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikomaß | Risk measure | Theorie | Theory | Robustes Verfahren | Robust statistics | Lagermanagement | Warehouse management | Risiko | Risk | Risikoaversion | Risk aversion | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010385274