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, which refers to the concept of risk-neutrality of the decision maker. In this title, spectral risk measures are applied to price-setting news...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
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Frankfurt a.M. :
Peter Lang GmbH, Internationaler Verlag der Wissenschaften
2011.
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| Edición: | 1st ed |
| Colección: | Forschungsergebnisse der Wirtschaftsuniversitaet Wien Series
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| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009438021906719 |
| Sumario: | Inventory management and pricing decisions based on quantitative models both in industrial practice and academic works often rely on minimizing expected cost, which refers to the concept of risk-neutrality of the decision maker. In this title, spectral risk measures are applied to price-setting newsvendor problem and optimal policies are derived. |
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| Descripción Física: | viii, 124 p. : ill. ; 22 cm |
| Bibliografía: | Includes bibliographical references. |
| ISBN: | 9783631753989 |
