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

Research output: Contribution to journalArticlepeer-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 languageEnglish (US)
Pages (from-to)63-73
Number of pages11
JournalRisk and Decision Analysis
Volume5
Issue number1
DOIs
StatePublished - 2014
Externally publishedYes

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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