Technical note : stochastic optimization with decisions truncated by positively dependent random variables
Xin Chen, Xiangyu Gao
| Year of publication: |
2019
|
|---|---|
| Authors: | Chen, Xin ; Gao, Xiangyu |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 67.2019, 5, p. 1321-1327
|
| Subject: | stochastic optimization | dependent supply capacity uncertainty | two-part fee structure | inventory management | risk aversion | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Risikoaversion | Risk aversion | Risiko | Risk | Dynamische Optimierung | Dynamic programming | Lagerhaltungsmodell | Inventory model | Entscheidung unter Unsicherheit | Decision under uncertainty | Lagermanagement | Warehouse management | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2018.1815 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012107775