Risk-Averse Production Planning.
Ban KawasMarco LaumannsEleni PratsiniSteve PrestwichPublished in: ADT (2011)
Keyphrases
- production planning
- risk averse
- risk neutral
- utility function
- decision makers
- multi period
- planning horizon
- risk aversion
- integer programming
- stochastic programming
- lot sizing
- knapsack problem
- production cost
- portfolio management
- infinite horizon
- expected utility
- inventory level
- multistage
- decision problems
- genetic algorithm
- decision making