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MiAaPQ |
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231204s2011 xx o ||||0 eng d |
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|a 9783631753989
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|z 9783631615737
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|a (MiAaPQ)EBC30686210
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|a (Au-PeEL)EBL30686210
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|a (OCoLC)1399170951
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|a MiAaPQ
|b eng
|e rda
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|c MiAaPQ
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|a Fichtinger, Johannes.
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|a The Single-Period Inventory Model with Spectral Risk Measures.
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|a 1st ed.
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|a Frankfurt a.M. :
|b Peter Lang GmbH, Internationaler Verlag der Wissenschaften,
|c 2011.
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|c Ã2012.
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|a 1 online resource (138 pages)
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
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|2 rdacarrier
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|a Forschungsergebnisse der Wirtschaftsuniversitaet Wien Series ;
|v v.49
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|a Cover -- 1 Introduction and Foundations -- 1.1 The Newsvendor Model -- 1.1.1 The inventory problem -- 1.1.2 The inventory & -- pricing problem -- 1.2 Terminology, definitions used and conventions -- 1.3 Structure of the work -- 2 Risk Measurement and Optimization -- 2.1 Early approaches to risk measures -- 2.1.1 Expected utility theory -- 2.1.2 Symmetric and downside risk measures -- 2.1.3 Value-at-Risk (VaR) -- 2.1.4 Artzner's axioms of coherency: How to measure risk -- 2.1.5 VaR in view of Artzner's axioms -- 2.2 Conditional Value-at-Risk (CVaR) -- 2.2.1 Definition of conditional Value-at-Risk -- 2.2.2 Optimization of CVaR -- 2.3 Spectral measures of risk -- 2.3.1 Definition of spectral measures of risk -- 2.3.2 Discussion on how to model the risk spectrum -- 2.3.3 Optimization of general spectral measures of risk -- 3 Inventory Problem with Risk Measures -- 3.1 A review of inventory control with risk preferences -- 3.2 Basic inventory control problem -- 3.2.1 Optimal policy and structural properties for the basic inventory problem -- 3.2.2 Specific examples of risk spectra in the basic inventory problem -- 3.2.3 Numerical study of the basic inventory control problem -- 3.3 Inventory control with shortage penalty cost -- 3.3.1 Optimal policy and structural properties for the inventory problem with shortage penalty costs -- 3.3.2 Specific examples of risk spectra in the inventory problem with shortage penalty cost -- 3.3.3 Numerical study of the inventory control problem with shortage penalty cost -- 3.4 Applications in supply chain management -- 4 Inventory & -- Pricing Problem with Risk Measures -- 4.1 The basic inventory & -- pricing problem -- 4.1.1 Necessary properties of the demand (error) distribution and risk spectra preserving them -- 4.1.2 Results for the joint optimal inventory & -- pricing problem.
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|a 4.1.3 Results for the pricing-only problem -- 4.1.4 Numerical study of the basic inventory & -- pricing problem -- 4.1.5 Analysis of the mean-CVaR risk spectrum -- 4.2 The inventory & -- pricing problem with shortage penalty cost -- 4.2.1 Joint optimality and unimodality -- 4.2.2 Joint optimal controls -- 4.2.3 Joint optimal performance measures -- 5 Conclusion -- References -- A Proofs.
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|a Description based on publisher supplied metadata and other sources.
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|a Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2023. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
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|a Electronic books.
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|i Print version:
|a Fichtinger, Johannes
|t The Single-Period Inventory Model with Spectral Risk Measures
|d Frankfurt a.M. : Peter Lang GmbH, Internationaler Verlag der Wissenschaften,c2011
|z 9783631615737
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| 797 |
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|a ProQuest (Firm)
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| 830 |
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|a Forschungsergebnisse der Wirtschaftsuniversitaet Wien Series
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| 856 |
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|u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=30686210
|z Click to View
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