A practical assessment of risk-averse approaches in production lot-sizing problems
Year of publication: |
2020
|
---|---|
Authors: | Alem, Douglas ; Oliveira, Fabricio ; Ruiz Peinado, Miguel Carrión |
Published in: |
International journal of production research. - London [u.a.] : Taylor & Francis, ISSN 1366-588X, ZDB-ID 1485085-0. - Vol. 58.2020, 9, p. 2581-2603
|
Subject: | CVaR | first-order stochastic dominance | lot-sizing | risk-aversion | second-order stochastic dominance | semideviation | two-stage stochastic programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Risikoaversion | Risk aversion | Losgröße | Lot size |
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