A multi-product risk-averse newsvendor with exponential utility function.

Sungyong Choi Andrzej Ruszczynski

Published in: Eur. J. Oper. Res. (2011)

Keyphrases

risk averse
utility function
risk neutral
risk aversion
decision makers
decision theory
expected utility
decision problems
probability distribution
risk sensitive
production system
stochastic programming