Socially responsible merchant operations : comparison of shutdown-averse CVaR and anticipated regret policies
Year of publication: |
2021
|
---|---|
Authors: | Trivella, Alessio ; Nadarajah, Selvaprabu |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 49.2021, 4, p. 553-558
|
Subject: | Anticipated regret | Commodity operations | Conditional value-at-risk | Irreversible decisions | Real options | Social objectives | Entscheidung unter Unsicherheit | Decision under uncertainty | Theorie | Theory | Realoptionsansatz | Real options analysis | Risikomaß | Risk measure |
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