Single and multi-period optimal inventory control models with risk-averse constraints-Reference-Cited by-同舟云学术

Single and multi-period optimal inventory control models with risk-averse constraints

Published:2009-12 Issue:2 Volume:199 Page:420-434
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Zhang Dali,Xu Huifu,Wu Yue

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference28 articles.

1. Coherent risk measures in inventory problems;Ahmed;European Journal of Operational Research,2007

2. Minimizing CVaR and VaR for a portfolio of derivatives;Alexander;Journal of banking and finance,2006

3. Optimal inventory policy;Arrow;Econometrica,1951

4. Consistency of minimizers and the SLLN for stochastic programs;Artstein;Journal of Convex Analysis,1995

5. Conherent measures of risk;Artzner;Mathematical Finance,1999

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