Robust optimisation for risk-averse multi-period inventory decision with partial demand distribution information
Rouzhen Qiu and Jennifer Shang
| Year of publication: |
2014
|
|---|---|
| Authors: | Qiu, Rouzhen ; Shang, Jennifer |
| Published in: |
International journal of production research. - London : Taylor & Francis, ISSN 0020-7543, ZDB-ID 160477-6. - Vol. 52.2014, 24 (15.12.), p. 7472-7495
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| Subject: | robustness and sensivity analysis | conditional value-at-risk (CVaR) | risk-averse | multi-period inventory | uncertainty distribution | Risikomaß | Risk measure | Theorie | Theory | Lagerhaltungsmodell | Inventory model | Risiko | Risk | Risikoaversion | Risk aversion | Lagermanagement | Warehouse management | Entscheidung unter Unsicherheit | Decision under uncertainty | Robustes Verfahren | Robust statistics |