The φ-divergence-based robust optimization model of a single-period inventory under CVaR

QIU Ruo-zhen, YUAN Hong-tao, LI Xiang, ZHU Zhu

Systems Engineering - Theory & Practice ›› 2015, Vol. 35 ›› Issue (12) : 3056-3064.

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Systems Engineering - Theory & Practice ›› 2015, Vol. 35 ›› Issue (12) : 3056-3064. DOI: 10.12011/1000-6788(2015)12-3056

The φ-divergence-based robust optimization model of a single-period inventory under CVaR

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