Computers & Industrial Engineering · 2022 · 43 citations · 64 references
ManagementIndustrial EngineeringSupply Chain ManagementOptimizationSupply Chain FinanceSupply Chain Risk ManagementRisk-sensitive Decision MakingRobust OptimizationStochastic OptimizationStochastic ProgrammingSupply Chain OptimizationSupply Chain RiskInventory Control Under UncertaintyRisk-averse OptimizationRobust Stochastic ProgrammingRobust Supply Chain OptimizationStochastic Robust OptimizationSupply Chain Risk Optimization
64
Optimization of conditional value-at-risk
R. T. Rockafellar, Stan Uryasev · The Journal of Risk · 2000 · 6.5K citations
Business, Finance, Risk Management +17
Dimitris Bertsimas, Melvyn Sim · Operations Research · 2004 · 4.4K citations
Conditional value-at-risk for general loss distributions
R. T. Rockafellar, Stan Uryasev · Journal of Banking & Finance · 2002 · 3.7K citations
Business, Finance, Risk Management +14
Aharon Ben‐Tal, Arkadi Nemirovski · Mathematics of Operations Research · 1998 · 2.6K citations