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

Dimensions

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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Publisher URL: http://dx.doi.org/10.3233/RDA-140101

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.

Item Type:	Article
Subjects:	Business and Management
Date Deposited:	12 Nov 2014 18:57
Last Modified:	12 Nov 2014 18:57
URI:	https://eprints.exchange.isb.edu/id/eprint/235

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