Newsvendor solutions via conditional value-at-risk minimization

DOI10.1016/j.ejor.2006.03.022zbMath1275.90057OpenAlexW1981342995MaRDI QIDQ858416

Yuichi Takano, Jun-Ya Gotoh

Publication date: 9 January 2007

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2006.03.022

zbMATH Keywords

convex optimizationrisk managementnewsvendor problemmean-risk modelConditional Value-at-Risk (CVaR)

Mathematics Subject Classification ID

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• Dual Stochastic Dominance and Related Mean-Risk Models
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