Single and multi-period optimal inventory control models with risk-averse constraints
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Publication:1042159
DOI10.1016/j.ejor.2008.11.047zbMath1176.90450OpenAlexW2061284877MaRDI QIDQ1042159
Publication date: 7 December 2009
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2008.11.047
stochastic programmingconvex programminginventory controlsample average approximationconditional value at risk constraints
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