Monotone trends in inventory-price control under time-consistent coherent risk measure
Year of publication: |
May 2017
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Authors: | Yang, Jian |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 45.2017, 3, p. 293-299
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Subject: | Coherent risk measure | Dynamic programming | Inventory and price control | Lattice and supermodularity | Strong set order | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Dynamische Optimierung |
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