Production Planning with Risk Hedging Under a Conditional Value at Risk Objective.
Liao WangDavid D. YaoPublished in: Oper. Res. (2023)
Keyphrases
- production planning
- risk management
- integer programming
- multi period
- lot sizing
- infinite horizon
- knapsack problem
- mixed integer programming
- decision making
- production cost
- planning horizon
- optimal control problems
- multistage
- linear programming
- optimization problems
- state space
- shop floor
- production planning and scheduling
- planning process
- special case