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Bilevel Newsvendor Problem Models Based on CVaR
Author(s): 
Pages: 83-93
Year: Issue:  4
Journal: Operations Research Transactions

Keyword:  运筹学报童问题CVaR双层规划模型转换;
Abstract: 本文以供应商为领导层,零售商为从属层,基于CVaR(Conditional Value-at-Risk)准则,建立了两个双层报童问题模型.对于零售商.在兼顾其利润收益的同时,使用了CVaR风险计量方法对其风险进行了有效监控.然后根据模型中下层规划的特点及已有结论将双层规划模型转换成单层规划进行求解,数值计算结果表明模型是有意义的.
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