Value at risk and inventory control
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Publication:706877
DOI10.1016/J.EJOR.2003.05.005zbMath1071.90007OpenAlexW1972120556MaRDI QIDQ706877
Publication date: 9 February 2005
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2003.05.005
Related Items (11)
Reverse sensitivity testing: what does it take to break the model? ⋮ Optimizing a production-inventory system under a cost target ⋮ Financing the capital-constrained online retailer with risk aversion: coordinating strategy analysis ⋮ An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree ⋮ Supply chain risk analysis with mean-variance models: a technical review ⋮ A difference of convex formulation of value-at-risk constrained optimization ⋮ On sales effort and pricing decisions under alternative risk criteria ⋮ Single and multi-period optimal inventory control models with risk-averse constraints ⋮ Dynamic procurement from multiple suppliers with random capacities ⋮ Dynamic coordinated maintenance of wind-farms with risk-averse agents under CVaR criterion ⋮ Pricing and Cargo Canvassing with Risk-Sensitive Shipping Lines: A Mean-Risk Analysis
Cites Work
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- Simple General Approximations for a Random Variable and its Inverse Distribution Function Based on Linear Transformations of a Nonskewed Variate
- A Representation Theorem for "Preference for Flexibility"
- Regret in Decision Making under Uncertainty
- A Theory of Disappointment Aversion
- Ex-post inventory control
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