Sign in

Robust Optimization for the Loss-Averse Newsvendor Problem.

Hui YuJia ZhaiGuang-Ya Chen
Published in: J. Optim. Theory Appl. (2016)
Keyphrases
  • robust optimization
  • chance constrained
  • mathematical programming
  • inventory management
  • stochastic programming
  • portfolio optimization
  • lot sizing
  • risk measures
  • chance constraints
  • semidefinite programming