Technical Note—A Risk- and Ambiguity-Averse Extension of the Max-Min Newsvendor Order Formula

DOI10.1287/opre.2014.1262zbMath1304.90012OpenAlexW2162205307MaRDI QIDQ2935298

Luis F. Zuluaga, Qiaoming Han, Dong-lei Du

Publication date: 22 December 2014

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

Full work available at URL: https://doi.org/10.1287/opre.2014.1262

zbMATH Keywords

newsvendorrisk aversedistributionally robustambiguity aversemax-min rule

Mathematics Subject Classification ID

Related Items (10)

Distribution-robust loss-averse optimization ⋮ Robust newsvendor problem with autoregressive demand ⋮ Frameworks and results in distributionally robust optimization ⋮ Tight tail probability bounds for distribution-free decision making ⋮ On the distribution-free newsboy problem with some non-skewed demands ⋮ Profit Sharing Agreements in Decentralized Supply Chains: A Distributionally Robust Approach ⋮ Controlling risk and demand ambiguity in newsvendor models ⋮ Robust decisions for regulated sustainable manufacturing with partial demand information: mandatory emission capacity versus emission tax ⋮ The Discrete Moment Problem with Nonconvex Shape Constraints ⋮ Joint pricing and purchasing decisions for the dual-channel newsvendor model with partial information

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