$ (Q,r) $ Model with $ CVaR_α $ of costs minimization

Author:

Andrea Arias Serna María, ,Eugenia Puerta Yepes María,Edinson Escalante Coterio César,Arango Ospina Gerardo, ,

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management,Applied Mathematics,Control and Optimization,Strategy and Management,Business and International Management

Reference19 articles.

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

2. Coherent measure of risk,;P. Artzner;Mathematical Finance,1999

3. Risk aversion in inventory management,;X. Chen;Operations Research,2007

4. Bilevel newsvendor models considering retailer with CVaR objective,;L. Cheng;Computers Industrial Engineering,2009

5. A simple and efficient algorithm for computing optimal (r, Q) Policies in continuous-review stochastic inventory systems,;A. Federgruen;Operations Research,1992

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