A newsvendor model with autocorrelated demand under a time-consistent dynamic CVaR measure

Ye Shi, Layth C. Alwan, Christopher Tang, Xiaohang Yue. A newsvendor model with autocorrelated demand under a time-consistent dynamic CVaR measure. IISE Trans., 51(6):653-671, 2019. [doi]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.