Tradeoff between expected reward and conditional value-at-risk criterion in newsvendor models

IEEM 2007: 2007 IEEE International Conference on Industrial Engineering and Engineering Management

Volumn , Issue , 2007, Pages 1553-1557

  Xu, Minghui ^a   Chen, Frank Y ^b  

^a WUHAN UNIVERSITY   (China)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Conditional Value at Risk (CVaR); Inventory model; Newsvendor model; Risk aversion

Indexed keywords

INVENTORY CONTROL; MATHEMATICAL MODELS; OPTIMIZATION; PROBABILITY; PROFITABILITY;

CONDITIONAL VALUE-AT-RISK (CVAR); INVENTORY MODELS; NEWSVENDOR MODELS; RISK AVERSION;

RISK ASSESSMENT;

EID: 40649105030     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/IEEM.2007.4419453     Document Type: Conference Paper

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