INVENTORY CONTROL WITH AN EXPONENTIAL UTILITY CRITERION

被引：101

作者：

BOUAKIZ, M

SOBEL, MJ

机构：

[1] SUNY STONY BROOK,WAVERELL HARRIMAN SCH MANAGEMENT & POLICY,STONY BROOK,NY 11794

[2] SUNY STONY BROOK,DEPT APPL MATH & STAT,STONY BROOK,NY 11794

[3] SUNY STONY BROOK,INST DECIS SCI,STONY BROOK,NY 11794

来源：

OPERATIONS RESEARCH | 1992年 / 40卷 / 03期

关键词：

D O I：

10.1287/opre.40.3.603

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

A base-stock policy is shown to be optimal when a dynamic version of the "news vendor" model is optimized with respect to an exponential utility criterion.

引用

页码：603 / 608

页数：6

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