Coherent risk measures in inventory problems

European Journal of Operational Research

Volumn 182, Issue 1, 2007, Pages 226-238

  Ahmed, Shabbir ^a   Çakmak, Ulaş ^a   Shapiro, Alexander ^a  

^a Georgia Institute of Technology   (United States)

Author keywords

Coherent risk measures; Conditional value at risk; Dynamic programming; Inventory models; Mean absolute deviation; Newsvendor problem

Indexed keywords

COSTS; DYNAMIC PROGRAMMING; MATHEMATICAL MODELS; OPTIMAL SYSTEMS; PROBLEM SOLVING; RISK ASSESSMENT;

COHERENT RISK MEASURES; CONDITIONAL-VALUE-AT-RISK; DEGREE OF RISK; INVENTORY MODELS; MONOTONICITY; NEWSVENDOR PROBLEM; RISK MEASURES;

INVENTORY CONTROL;

EID: 34147178880     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2006.07.016     Document Type: Article

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