The single-period inventory model with spectral risk measures

Inventory management and pricing decisions based on quantitative models both in industrial practice and academic works often rely on minimizing expected cost or maximizing expected revenues or profits, which refers to the concept of risk-neutrality of the decision maker. Although many useful insight...

Full description

Bibliographic Details
Main Author: Fichtinger, Johannes
Format: Others
Language:en
Published: 2010
Subjects:
Online Access:http://epub.wu.ac.at/1855/1/document.pdf