Robust optimisation for risk-averse multi-period inventory decision with partial demand distribution information
Year of publication: |
2014
|
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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 | Theorie | Theory | Risikomaß | Risk measure | Lagerhaltungsmodell | Inventory model | Risikoaversion | Risk aversion | Lagermanagement | Warehouse management | Entscheidung unter Unsicherheit | Decision under uncertainty | Risiko | Risk | Robustes Verfahren | Robust statistics |
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