Risk-Averse Newsvendor Model with Strategic Consumer Behavior
نویسندگان
چکیده
منابع مشابه
A Risk-Averse Newsvendor Model Under CVaR Decision Criterion
The classical risk-neutral newsvendor problem is to decide the order quantity to maximize the one period expected pro.t under a given demand distribution. In this paper we consider a risk-averse newsvendor with a stochastic price-dependent demand. We use the Conditional Value-at-Risk (CVaR), a risk measure commonly used in finance, as the decision criterion. The aim of our study is to investiga...
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ژورنال
عنوان ژورنال: Journal of Applied Mathematics
سال: 2013
ISSN: 1110-757X,1687-0042
DOI: 10.1155/2013/636259