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A risk-averse newsvendor with law invariant coherent measures of risk

Author
CHOI, Sungyong1 ; RUSZCZYNSKI, Andrzej1
[1] Department of Management Science and Information Systems, Rutgers University, 94 Rockefeller Rd, Piscatway, NJ 08854, United States
Source

Operations research letters. 2008, Vol 36, Num 1, pp 77-82, 6 p ; ref : 16 ref

CODEN
ORLED5
ISSN
0167-6377
Scientific domain
Control theory, operational research
Publisher
Elsevier, Amsterdam
Publication country
Netherlands
Document type
Article
Language
English
Author keyword
Newsboy problem Risk theory Stochastic programming
Keyword (fr)
Aversion risque Gestion risque Mesure invariante Optimisation Prise de décision Problème vendeur journaux Programmation stochastique Quantité économique à commander Théorie risque
Keyword (en)
Risk aversion Risk management Invariant measure Optimization Decision making Newsboy problem Stochastic programming Economic order quantity Risk theory
Keyword (es)
Aversión riesgo Gestión riesgo Medida invariante Optimización Toma decision Problema vendedor diarios Programación estocástica Cantidad económica pedida Teoría riesgo
Classification
Pascal
001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A08 Decision theory. Utility theory

Pascal
001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A09 Risk theory. Actuarial science

Discipline
Operational research. Management
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
19947428

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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