Optimal due date quoting for a risk-averse decision-maker under CVaR.

Liangyan Tao Desheng Dash Wu Sifeng Liu Alexandre Dolgui

Published in: Int. J. Prod. Res. (2018)

Keyphrases

risk averse
risk neutral
decision makers
utility function
risk aversion
risk measures
decision making
decision support system
stochastic programming
expected utility
portfolio management
optimal solution
production system
data mining
lower bound
dynamic programming