Optimal ordering quantities for multi-products with stochastic demand: Return-CVaR model

International Journal of Production Economics

Volumn 112, Issue 2, 2008, Pages 782-795

  Zhou, Yan ju ^a,b   Chen, Xiao hong ^a   Wang, Zong run ^a  

^a CENTRAL SOUTH UNIVERSITY   (China)

^b BEIHANG UNIVERSITY   (China)

Author keywords

Conditional value at risk (CVaR); Linear programming model; Multi product order; Risk control; Stochastic demand

Indexed keywords

COST REDUCTION; DECISION MAKING; RISK MANAGEMENT; STOCHASTIC MODELS;

CONDITIONAL VALUE AT RISK (CVAR); STOCHASTIC DEMAND;

PROBLEM SOLVING;

EID: 39649087580     PISSN: 09255273     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijpe.2007.04.014     Document Type: Article

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