Concepedia

Risk-sensitive Inventory Models

Risk-Sensitive Inventory Models is a class of stochastic inventory models that incorporates risk measures into decision-making, distinguishing itself by optimizing inventory policies under uncertainty according to risk-aware criteria rather than solely expected cost minimization.

27

Publications

2.1K

Citations

56

Authors

46

Institutions

Publications per year

2017–2026

4

Parents

Publications

27

The Risk-Averse (and Prudent) Newsboy

Louis Eeckhoudt, Christian Gollier, Harris Schlesinger · Management Science · 1995 · 506 citations

, , +13

Risk Aversion in Inventory Management

Xin Chen, Melvyn Sim, David Simchi‐Levi et al. · Operations Research · 2007 · 369 citations · Full text

, , +17

Coherent risk measures in inventory problems

Shabbir Ahmed, Ulaş Çakmak, Alexander Shapiro · European Journal of Operational Research · 2006 · 211 citations · Full text

, , +14

Dealing with the inventory risk: a solution to the market making problem

Olivier Guéant, Charles‐Albert Lehalle, Joaquin Fernandez-Tapia · Mathematics and Financial Economics · 2012 · 200 citations · Full text

, , +11

Optimality Criteria and Risk in Inventory Models: The Case of the Newsboy Problem

Mohsen Anvari · Journal of the Operational Research Society · 1987 · 110 citations

, , +16

1–5 of 27

Authors

56

  1. KH
    Kee H. Chung

    University at Buffalo, State University of New York, United States

    2 publications · 87 citations

    2

    h-index

  2. MA
    Mohsen Anvari

    Concordia University, Canada

    2 publications · 123 citations

    2

    h-index

  3. LP
    Lorenzo Peccati

    Bocconi University, Italy

    2 publications · 116 citations

    2

    h-index

  4. AS
    Alexander Shapiro

    Georgia Institute of Technology, United States

    2 publications · 227 citations

    2

    h-index

  5. PR
    Peter Ritchken

    Case Western Reserve University, United States

    1 publications · 14 citations

    1

    h-index

1–5 of 56

Institutions

46

  1. Washington University in St. Louis

    St Louis, United States

    2 h-index

    2 publications

    105 citations

  2. Texas A&M University

    College Station, United States

    2 h-index

    2 publications

    54 citations

  3. Georgia Institute of Technology

    Atlanta, United States

    2 h-index

    4 publications

    649 citations

  4. University of Maryland, College Park

    College Park, United States

    2 h-index

    2 publications

    75 citations

  5. Bocconi University

    Milan, Italy

    2 h-index

    4 publications

    232 citations

  6. Concordia University

    Montreal, Canada

    2 h-index

    3 publications

    136 citations

  7. Imperial College London

    London, United Kingdom

    1 h-index

    1 publications

    200 citations

  8. University of Chicago

    Chicago, United States

    1 h-index

    1 publications

    16 citations

1–8 of 46

Venues

  1. Journal of the Operational Research Society

    OR · 4 publications · 211 citations

    4

    h-index

  2. European Journal of Operational Research

    3 publications · 304 citations

    3

    h-index

  3. International Journal of Production Economics

    3 publications · 136 citations

    3

    h-index

  4. Operations Research

    2 publications · 385 citations

    2

    h-index

  5. Computers & Industrial Engineering

    2 publications · 71 citations

    2

    h-index

1–5