Advanced search
Publication Cover
IISE Transactions Volume 51, 2019 - Issue 6
Submit an article Journal homepage
589
Views
10
CrossRef citations to date
0
Altmetric
Articles

A newsvendor model with autocorrelated demand under a time-consistent dynamic CVaR measure

Ye ShiSchool of Management, University of Science and Technology of China, Hefei, China; Correspondence[email protected]
View further author information
,
Layth C. AlwanLubar School of Business, University of Wisconsin Milwaukee, Milwaukee, WI; ORCID Iconhttp://orcid.org/0000-0002-5653-3098View further author information
ORCID Icon,
Christopher TangAnderson School of Management, University of California Los Angeles, Los Angeles, CAView further author information
&
Xiaohang YueLubar School of Business, University of Wisconsin Milwaukee, Milwaukee, WI; View further author information
Pages 653-671 | Received 12 Aug 2017, Accepted 11 Oct 2018, Published online: 08 Apr 2019

Citations (10)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (1)

Zhen-Yu Chen. (2023) Data-driven risk-averse newsvendor problems: developing the CVaR criteria and support vector machines. International Journal of Production Research 0:0, pages 1-18.
Read now

Articles from other publishers (9)

Yugang Yu, Yifei Luo & Ye Shi. (2022) Adoption of blockchain technology in a two-stage supply chain: Spillover effect on workforce. Transportation Research Part E: Logistics and Transportation Review 161, pages 102685.
Crossref
Ye Shi, Hu Yu, Yugang Yu & Xiaohang Yue. (2022) Analytics for IoT‐Enabled Human–Robot Hybrid Sortation: An Online Optimization Approach. Production and Operations Management.
Crossref
Ye ShiLayth C. Alwan, Srinivasan Raghunathan, Yugang Yu & Xiaohang Yue. (2021) Mobile Consumer Scanning Technology: A Replacement for Interorganizational Information Systems for Demand Information Learning in Supply Chains?. Information Systems Research 32:4, pages 1431-1449.
Crossref
Yugang Yu, Ting Wang & Ye Shi. (2021) Analytics for multiperiod risk‐averse newsvendor under nonstationary demands. Decision Sciences.
Crossref
Liangyan Tao, Sifeng Liu, Naiming Xie & Saad Ahmed Javed. (2021) Optimal position of supply chain delivery window with risk-averse suppliers: A CVaR optimization approach. International Journal of Production Economics 232, pages 107989.
Crossref
Reza Lotfi, Yahia Zare Mehrjerdi, Mir Saman Pishvaee, Ahmad Sadeghieh & Gerhard-Wilhelm Weber. (2021) A robust optimization model for sustainable and resilient closed-loop supply chain network design considering conditional value at risk. Numerical Algebra, Control & Optimization 11:2, pages 221.
Crossref
Yanan Li & Ying Liu. (2019) A risk-averse multi-item inventory problem with uncertain demand. Journal of Data, Information and Management 1:3-4, pages 77-90.
Crossref
Shaochong Lin, Frank Y. Chen, Yanzhi Li & Zuo-Jun Max Shen. (2022) Dynamic Inventory Control with Covariates: Risk Constraints, Regularization, and Folding-horizon Plan. SSRN Electronic Journal.
Crossref
Layth C. Alwan, Ye Shi, Srinivasan Raghunathan & Xiaohang Yue. (2018) Leveraging Consumer Technology to Learn Demand Information in Lieu of Supply Chain Collaboration. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.