Optimal Structural Policies for Ambiguity and Risk Averse Inventory and Pricing Models

DOI10.1137/100791488zbMath1238.90007OpenAlexW1972292690MaRDI QIDQ2884589

Xin Chen, Peng Sun

Publication date: 30 May 2012

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/100791488

zbMATH Keywords

risk averse\((s, S)\) policyambiguity averseinfinite horizon dynamic programinventory and pricing

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Marketing, advertising (90B60)

Related Items (8)

Distribution-robust loss-averse optimization ⋮ A risk-averse inventory model with Markovian purchasing costs ⋮ Technical Note—A Risk- and Ambiguity-Averse Extension of the Max-Min Newsvendor Order Formula ⋮ Dynamic programming with value convexity ⋮ Monotone trends in inventory-price control under time-consistent coherent risk measure ⋮ A multi-product risk-averse newsvendor with exponential utility function ⋮ Time (in)consistency of multistage distributionally robust inventory models with moment constraints ⋮ Supply and Demand Functions in Inventory Models

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