A Risk-Averse Newsvendor Model Under Trade Credit Contract with CVaR

DOI10.1142/S0217595917400127zbMath1371.90009OpenAlexW2675801871MaRDI QIDQ5348799

Yong-Wu Zhou, Jianxin Chen

Publication date: 21 August 2017

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0217595917400127

zbMATH Keywords

CVaRdelay in paymentcapital constraintsrisk-averse newsvendor

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Sensitivity, stability, parametric optimization (90C31) Inventory, storage, reservoirs (90B05)

Related Items

Impact of deferred payment on decisions and coordination in a dual-channel supply chain with a risk-averse retailer, Stochastic sensitivity and dynamical complexity of newsvendor models subject to trade credit, A loss-averse retailer-supplier supply chain model under trade credit in a supplier-Stackelberg game, The Coordinator Role of Trade Credit Contract for Coordinating Integrated Pricing and Periodic Review Inventory Decisions With Stochastic Demand

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