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A Multi-Product Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk
Choi, Sungyong; Ruszczynski, Andrzej; Zhao, Yao - 2011
We consider a multi-product newsvendor under the law-invariant coherent risk measures. We first establish a few fundamental properties of the model regarding the convexity of the problem, the symmetry of the solution and the impact of risk aversion. Specifically, we show that for identical...
Persistent link: https://www.econbiz.de/10014200015
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Retail inventory policy under demand uncertainty and inventory-level-dependent demand
Srivastava, Mohit; Mehta, Peeyush; Swami, Sanjeev - In: Journal of advances in management research : JAMR 20 (2023) 2, pp. 217-233
Persistent link: https://www.econbiz.de/10014305241
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On the benefits of risk pooling in inventory management
Berman, Oded; Krass, Dmitry; Tajbakhsh, M. Mahdi - In: Production and operations management : an international … 20 (2011) 1, pp. 57-71
Persistent link: https://www.econbiz.de/10008841633
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New sufficient conditions for (s, S) policies to be optimal in systems with multiple uncertainties
Chen, Lucy Gongtao; Robinson, Lawrence W.; Roundy, Robin O. - In: Operations research 63 (2015) 1, pp. 186-197
Persistent link: https://www.econbiz.de/10010519496
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A price-setting newsvendor problem under mean-variance criteria
Rubio-Herrero, Javier; Baykal-Gürsoy, Melike; … - In: European journal of operational research : EJOR 247 (2015) 2, pp. 575-587
Persistent link: https://www.econbiz.de/10011375783
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Optimal shelf-space stocking policy using stochastic dominance under supply-driven demand uncertainty
Amit, R. K.; Mehta, Peeyush; Tripathi, Rajeev R. - In: European journal of operational research : EJOR 246 (2015) 1, pp. 339-342
Persistent link: https://www.econbiz.de/10011341640
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Mean-risk analysis of radio frequency identification technology in supply chain with inventory misplacement : risk-sharing and coordination
Chen, Shuang; Wang, Hongwei; Xie, Yong; Qi, Chao - In: Omega : the international journal of management science 46 (2014), pp. 86-103
Persistent link: https://www.econbiz.de/10010347767
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Safety stock, excess capacity or diversification : trade-offs under supply and demand uncertainty
Chaturvedi, Aadhaar; Martínez-de-Albéniz, Victor - In: Production and operations management : an international … 25 (2016) 1, pp. 77-95
Persistent link: https://www.econbiz.de/10011437179
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Robust optimisation for risk-averse multi-period inventory decision with partial demand distribution information
Qiu, Rouzhen; Shang, Jennifer - In: International journal of production research 52 (2014) 24, pp. 7472-7495
Persistent link: https://www.econbiz.de/10010474513