A note on risk averse newsboy problem
T. Dohi; A. Watanabe; S. Osaki
RAIRO - Operations Research - Recherche Opérationnelle (1994)
- Volume: 28, Issue: 2, page 181-202
- ISSN: 0399-0559
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topDohi, T., Watanabe, A., and Osaki, S.. "A note on risk averse newsboy problem." RAIRO - Operations Research - Recherche Opérationnelle 28.2 (1994): 181-202. <http://eudml.org/doc/105081>.
@article{Dohi1994,
author = {Dohi, T., Watanabe, A., Osaki, S.},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {single-item single-period inventory problem; risk aversion; upper and lower bounds; maximization of expected utility functions; newsboy problem},
language = {eng},
number = {2},
pages = {181-202},
publisher = {EDP-Sciences},
title = {A note on risk averse newsboy problem},
url = {http://eudml.org/doc/105081},
volume = {28},
year = {1994},
}
TY - JOUR
AU - Dohi, T.
AU - Watanabe, A.
AU - Osaki, S.
TI - A note on risk averse newsboy problem
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1994
PB - EDP-Sciences
VL - 28
IS - 2
SP - 181
EP - 202
LA - eng
KW - single-item single-period inventory problem; risk aversion; upper and lower bounds; maximization of expected utility functions; newsboy problem
UR - http://eudml.org/doc/105081
ER -
References
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- 13. S. C. WARD, C. B. CHAPMAN and J. H. KLEIN, Theoretical versus Applied Models: The Newsboy Problem, OMEGA International Journal of Management Science, 19, 1991, pp. 197-206.
- 14. W. T. ZIEMBA, Portfolio Applications: Computational Aspects, in Stochastic Dominance, ed. by G. A. WHTTMORE and M. C. FINDLAY, Lexington Books, Toronto, 1978, pp. 199-260.
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