A note on risk averse newsboy problem
RAIRO - Operations Research - Recherche Opérationnelle, Volume 28 (1994) no. 2, pp. 181-202.
@article{RO_1994__28_2_181_0,
     author = {Dohi, T. and Watanabe, A. and Osaki, S.},
     title = {A note on risk averse newsboy problem},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {181--202},
     publisher = {EDP-Sciences},
     volume = {28},
     number = {2},
     year = {1994},
     mrnumber = {1277326},
     zbl = {0857.90023},
     language = {en},
     url = {http://archive.numdam.org/item/RO_1994__28_2_181_0/}
}
TY  - JOUR
AU  - Dohi, T.
AU  - Watanabe, A.
AU  - Osaki, S.
TI  - A note on risk averse newsboy problem
JO  - RAIRO - Operations Research - Recherche Opérationnelle
PY  - 1994
SP  - 181
EP  - 202
VL  - 28
IS  - 2
PB  - EDP-Sciences
UR  - http://archive.numdam.org/item/RO_1994__28_2_181_0/
LA  - en
ID  - RO_1994__28_2_181_0
ER  - 
%0 Journal Article
%A Dohi, T.
%A Watanabe, A.
%A Osaki, S.
%T A note on risk averse newsboy problem
%J RAIRO - Operations Research - Recherche Opérationnelle
%D 1994
%P 181-202
%V 28
%N 2
%I EDP-Sciences
%U http://archive.numdam.org/item/RO_1994__28_2_181_0/
%G en
%F RO_1994__28_2_181_0
Dohi, T.; Watanabe, A.; Osaki, S. A note on risk averse newsboy problem. RAIRO - Operations Research - Recherche Opérationnelle, Volume 28 (1994) no. 2, pp. 181-202. http://archive.numdam.org/item/RO_1994__28_2_181_0/

1. M. Anvari, Optimality Criteria and Risk in Inventory Models: The Case of the Newsboy Problem, Journal of the Operational Research Society, 38, 1987, pp. 625-632 | Zbl

2. A. A Atkinson, Incentives, Uncertainty, and Risk in the Newsboy Problem, Decision Science, 10, 1979, pp. 341-357.

3. A. Ben-Tal and E. Hochman, More Bounds on the Expectation of a Convex Function of a Random Variables, Journal of Applied Probability, 9, 1972, pp. 803-812. | MR | Zbl

4. A. Ben-Tal and E. Hochman, Approximation of Expected Returns and Optimal Decisions under Uncertainty Using Mean and Mean Absolute Deviation, Zeistchrift für Operations Research, 29, 1985, pp. 285-300. | MR

5. M. Bouakiz and M. J Sobel, Inventory Control with an Exponential Utility Criterion, Operations Research, 40, 1992, pp. 603-608. | MR | Zbl

6. K. H Chang, Risk in Inventory Models: The Case of the Newsboy Problem-Optimality Conditions, Journal of the Operational Research Society, 41, 1990, pp. 173-176. | Zbl

7. J. F Kottas and H. S Lau, The Use of Versatile Distribution Families in Some Stochastic Inventory Calculations, Journal of the Operational Research Society 31, 1980, pp. 393-403. | MR | Zbl

8. H. S Lau, The Newsboy Problem under Alternative Optimization Objectives, Journal of the Operational Research Society, 31, 1980, pp. 525-535. | MR | Zbl

9. A. H. L Lau and H. S. Lau, The Newsboy Problem with Price Dependent Demand Distribution, IIE Transactions, 20, 1988, pp. 168-175.

10. J. Li, H. S. Lau and A. H. L. Lau, A Two-Product Newsboy Problem with Satisficing Objective and Independent Exponential Demands, IEE Transactions, 23, 1991, pp. 29-39.

11. L. B. Pulley, A General Mean-Variance Approximation to Expected Utility for Short Holding Periods, Journal of Financial and Quantitative Analysis, 16, 1981, pp. 361-373.

12. B. W. Schmeiser and S. J. Deutsch, A Versatile Four Parameter Family of Probability Distributions Suitable for Simulation, AIIE Transactions, 9, 1977, pp. 176-182. | MR

13. S. C. Ward, C. B. Chapman and J. H. Klein, Theoretical versus Applied Models: The Newsboy Problem, OMEGA International Journal of Management Science, 19, 1991, pp. 197-206.

14. W. T. Ziemba, Portfolio Applications: Computational Aspects, in Stochastic Dominance, ed. by G. A. WHTTMORE and M. C. FINDLAY, Lexington Books, Toronto, 1978, pp. 199-260.