A queuing system with risk-averse customers: sensitivity analysis of performance.
Carlos Arturo Delgado AlvarezAnn van AckereErik Reimer LarsenPublished in: IEEM (2011)
Keyphrases
- sensitivity analysis
- risk averse
- risk neutral
- inventory level
- utility function
- risk aversion
- decision makers
- stochastic programming
- managerial insights
- expected utility
- variational inequalities
- influence diagrams
- total cost
- expected cost
- portfolio management
- multistage
- optimal policy
- long run
- call center
- production system
- linear program