Risk shaping in production planning problem with pricing under random yield

Title
Risk shaping in production planning problem with pricing under random yield
Authors
Keywords
Risk management, Coherent risk measures, Conditional value at risk, Random yield, Risk shaping
Journal
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume 253, Issue 1, Pages 108-120
Publisher
Elsevier BV
Online
2016-02-29
DOI
10.1016/j.ejor.2016.02.032

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