Monotone trends in inventory-price control under time-consistent coherent risk measure

DOI10.1016/j.orl.2017.04.009zbMath1409.90029OpenAlexW2608130542MaRDI QIDQ1728237

Jian Yang

Publication date: 22 February 2019

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2017.04.009

zbMATH Keywords

dynamic programmingcoherent risk measureinventory and price controllattice and supermodularitystrong set order

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05)

Cites Work

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