The risk averse newsvendor problem from rank-dependent expected utility approach

DOI10.1504/IJOR.2014.062457zbMath1362.90040OpenAlexW2040844532MaRDI QIDQ2627512

Shunming Zhang, Weifang Liu, Jiangfeng Li, Jin-Liang Wang

Publication date: 31 May 2017

Published in: International Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1504/ijor.2014.062457

zbMATH Keywords

risk aversionrank-dependent expected utilitydistortion functionoptimal ordersRDEUrisk averse newsvendor problem

Mathematics Subject Classification ID

Utility theory (91B16) Inventory, storage, reservoirs (90B05)

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