On the comparison of risk-neutral and risk-averse newsvendor problems.

Abhilasha Prakash Katariya Sila Çetinkaya Eylem Tekin

Published in: J. Oper. Res. Soc. (2014)

Keyphrases

risk averse
risk neutral
utility function
risk aversion
decision makers
stochastic programming
risk sensitive
multistage
expected utility
dynamic programming
optimization problems
portfolio management
linear programming
problems involving
robust optimization