Optimal purchasing strategy based risk utility in two periods inventory systems under stochastic circumstance

被引:0
|
作者
Department of Automation, Tsinghua University, Beijing 100084, China [1 ]
机构
来源
Tien Tzu Hsueh Pao | 2006年 / 11卷 / 2058-2062期
关键词
Management;
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
相关论文
共 50 条
  • [1] An optimal inventory strategy under stochastic demands and variable lead time
    Huang, Yun-Cheng
    Tsao, Chun-Ming
    Journal of Technology, 2015, 30 (03): : 205 - 222
  • [2] Optimal operation strategy of power system based on stochastic risk avoidance
    Wu, Xiaogang
    Ji, Qingfeng
    Liu, Feng
    Du, Qianyun
    Xu, Wen
    RESULTS IN ENGINEERING, 2024, 21
  • [3] Pareto Optimal Strategy under H∞ Constraint for Discrete-Time Stochastic Systems
    Jiang, Xiushan
    Pang, Qingti
    Zhao, Dongya
    Zhang, Qingkang
    PROCESSES, 2022, 10 (07)
  • [4] Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model
    He, Yong
    Xiang, Kaili
    Chen, Peimin
    Wu, Chunchi
    OPTIMIZATION, 2022, 71 (15) : 4603 - 4633
  • [5] Optimal Insurance Strategy in the Individual Risk Model under a Stochastic Constraint on the Value of the Final Capital
    A. Yu. Golubin
    V. N. Gridin
    Automation and Remote Control, 2019, 80 : 708 - 717
  • [6] Optimal Insurance Strategy in the Individual Risk Model under a Stochastic Constraint on the Value of the Final Capital
    Golubin, A. Yu.
    Gridin, V. N.
    AUTOMATION AND REMOTE CONTROL, 2019, 80 (04) : 708 - 717
  • [7] OPTIMAL PROPORTIONAL REINSURANCE UNDER TWO CRITERIA: MAXIMIZING THE EXPECTED UTILITY AND MINIMIZING THE VALUE AT RISK
    Liang, Zhibin
    Guo, Junyi
    ANZIAM JOURNAL, 2010, 51 (04): : 449 - 463
  • [8] Optimal investment strategy for DC pension plan with inflation risk under the hybrid stochastic volatility model
    Shao, Yanyu
    Xia, Dengfeng
    Fei, Weiyin
    SYSTEMS SCIENCE & CONTROL ENGINEERING, 2023, 11 (01)
  • [9] Pareto Optimal Strategy Under H∞ Constraint for the Mean-Field Stochastic Systems in Infinite Horizon
    Jiang, Xiushan
    Su, Shun-Feng
    Zhao, Dongya
    IEEE TRANSACTIONS ON CYBERNETICS, 2023, 53 (11) : 6963 - 6976
  • [10] Optimal Bilevel Model for Stochastic Risk-Based Planning of Microgrids Under Uncertainty
    Gazijahani, Farhad Samadi
    Salehi, Javad
    IEEE TRANSACTIONS ON INDUSTRIAL INFORMATICS, 2018, 14 (07) : 3054 - 3064