Value at risk and inventory control

DOI10.1016/J.EJOR.2003.05.005zbMath1071.90007OpenAlexW1972120556MaRDI QIDQ706877

Charles S. Tapiero

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

zbMATH Keywords

RiskInventoryVaR

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05)

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

• Unnamed Item
• Some implications of a more general form of regret theory
• Coherent Measures of Risk
• Disappointment in Decision Making Under Uncertainty
• Contingent Claims Contracting for Purchasing Decisions in Inventory Management
• 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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