A Stochastic Programming Duality Approach to Inventory Centralization Games
نویسندگان
چکیده
منابع مشابه
A Stochastic Programming Duality Approach to Inventory Centralization Games
In this paper, we present a unified approach to study a class of cooperative games arising from inventory centralization. The optimization problems corresponding to the inventory games are formulated as stochastic programs. We observe that the strong duality of stochastic linear programming not only directly leads to a series of recent results concerning the non-emptiness of the cores of such g...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2009
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.1090.0699