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    EOR
    2007
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    Coherent risk measures in inventory problems
    13 years 11 months ago
    Coherent risk measures in inventory problems
    Download  www2.isye.gatech.edu
    We analyze an extension of the classical multi-period, single-item, linear cost inventory problem where the objective function is a coherent risk measure. Properties of coherent r...
    Shabbir Ahmed, Ulas Çakmak, Alexander Shapi...
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