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Data-driven risk-averse newsvendor problems: developing the CVaR criteria and support vector machines.
Zhen-Yu Chen
Published in:
Int. J. Prod. Res. (2024)
Keyphrases
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risk averse
risk neutral
data driven
utility function
decision makers
risk measures
support vector
risk aversion
stochastic programming
problems involving
expected utility
portfolio management
decision problems
multistage
linear program