Production and inventory planning under decreasing absolute risk aversion: A unified approach for sensitivity analysis

Sridhar Seshadri; Qi Wu

doi:10.3233/RDA-140101

Production and inventory planning under decreasing absolute risk aversion: A unified approach for sensitivity analysis

Research output: Contribution to journal › Article › peer-review

Abstract

We report on a unified method to carry out sensitivity analysis under uncertainty for a wide range of problems in production planning, inventory management and portfolio planning, when the decision maker exhibits decreasing absolute risk aversion.

Original language	English (US)
Pages (from-to)	63-73
Number of pages	11
Journal	Risk and Decision Analysis
Volume	5
Issue number	1
DOIs	https://doi.org/10.3233/RDA-140101
State	Published - 2014
Externally published	Yes

Keywords

Comparative statics
decisions under risk
inventory management
portfolio optimization
production planning

ASJC Scopus subject areas

Statistics and Probability
Finance
Economics and Econometrics
Statistics, Probability and Uncertainty

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10.3233/RDA-140101

Cite this

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abstract = "We report on a unified method to carry out sensitivity analysis under uncertainty for a wide range of problems in production planning, inventory management and portfolio planning, when the decision maker exhibits decreasing absolute risk aversion.",

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Production and inventory planning under decreasing absolute risk aversion: A unified approach for sensitivity analysis

Abstract

Keywords

ASJC Scopus subject areas

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