Technical note : stochastic optimization with decisions truncated by positively dependent random variables
Year of publication: |
2019
|
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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 | Entscheidung unter Unsicherheit | Decision under uncertainty | Lagerhaltungsmodell | Inventory model | Zufallsvariable | Random variable | Risiko | Risk |
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