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

Seshadri, S and Wu, Q (2014) Production and inventory planning under decreasing absolute risk aversion: A unified approach for sensitivity analysis. Risk and Decision Analysis, 5 (1). pp. 63-73. ISSN 1569-7371

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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. © 2014 - IOS Press and the authors.

ISB Creators:
ISB CreatorsORCiD
Seshadri, SUNSPECIFIED
Item Type: Article
Uncontrolled Keywords: Comparative statics; decisions under risk; inventory management; portfolio optimization; production planning
Subjects: Business and Management
Depositing User: Ilammaran A
Date Deposited: 12 Nov 2014 18:57
Last Modified: 12 Nov 2014 18:57
URI: http://eprints.exchange.isb.edu/id/eprint/235
Publisher URL: http://dx.doi.org/10.3233/RDA-140101
Publisher OA policy: http://www.sherpa.ac.uk/romeo/issn/1569-7371/
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