Results 21 to 30 of about 149,722 (264)

Risk-Averse Newsvendor Model with Strategic Consumer Behavior

Journal of Applied Mathematics, 2013
The classic newsvendor problem focuses on maximizing the expected profit or minimizing the expected cost when the newsvendor faces myopic customers. However, it ignores the customer’s bargain-hunting behavior and risk preference measure of the newsvendor.
Tie Wang, Qiying Hu
doaj   +1 more source

Long-Term Hydropower Planning for Ethiopia: A Rolling Horizon Stochastic Programming Approach with Uncertain Inflow

Energies, 2023
All long-term hydropower planning problems require a forecast of the inflow during the planning period. However, it is challenging to accurately forecast inflows for a year or more.
Firehiwot Girma Dires, Mikael Amelin, Getachew Bekele   +2 more
doaj   +1 more source

Capital accumulation in a model of growth and creative destruction [PDF]

Capital accumulation and creative destruction is modeled together with risk-averse households. The novel aspect - risk-averse households - allows to use well-known models not only for analyzing long-run growth as in the literature but also short-run ...
Walde, Klaus
core   +6 more sources

Risk-averse Reinforcement Learning for Portfolio Optimization

ICT Express
This investigation explores Reinforcement Learning (RL) for dynamic portfolio optimization with risk assessment. The challenges include market complexity, uncertain reactions, and regulatory requirements for risk-averse decisions.
Bayaraa Enkhsaikhan, Ohyun Jo
doaj   +1 more source

Loss-Averse Supply Chain Coordination with a Revenue-Sharing Contract

Mathematics
As economic fluctuations and market uncertainty intensify, supply chain members face enormous challenges. To explore the role of revenue-sharing contracts in supply chain members with different risk preferences, we study the risk-averse two-stage supply ...
Ming Wu, Xin Li, Yuhao Chen
doaj   +1 more source

Are Women More Risk Averse? A Sequel

Risks
This paper reexamines the question of gender differences in financial relative risk aversion using updated methods and data. Specifically, the paper revisits the 1998 work “Are women more risk averse?” by Jianakoplos and Bernasek, suggests refinements in
Christos I. Giannikos, Efstathia D. Korkou   +1 more
doaj   +1 more source

The Complex Dynamics of Bertrand-Stackelberg Pricing Models in a Risk-Averse Supply Chain

Discrete Dynamics in Nature and Society, 2014
We construct dynamic Bertrand-Stackelberg pricing models including two manufacturers and a common retailer in a risk-averse supply chain with the uncertain demand.
Junhai Ma, Qiuxiang Li
doaj   +1 more source

A preferred-habitat model of the term structure of interest rates [PDF]

, 2009
We model the term structure of interest rates as resulting from the interaction between investor clienteles with preferences for specific maturities and risk-averse arbitrageurs.
Vayanos, Dimitri, Vila, Jean-Luc
core   +1 more source

Factors Driving Battery and Solar Purchase Decision of Residents: a Behavioural Choice Experiment Using a Hybrid Discrete Choice and Latent Variable Model

Advanced Sustainable Systems, EarlyView.
This article explores what drives households to adopt solar PV and battery systems in South East Queensland. Using hybrid discrete choice experiments, it reveals distinct adopter profiles and highlights cost, system size, and energy independence as key motivators.
Mohammad Alipour, Elnaz Irannezhad, Rodney A. Stewart, Oz Sahin   +3 more
wiley   +1 more source

Risk-averse rehabilitation decision framework for roadside slopes vulnerable to rainfall-induced geohazards

Journal of Infrastructure Preservation and Resilience, 2022
Rainfall-induced slope failures disrupt the traffic and warrant urgent slope repair works. The impact of roadside slope failures can be minimized if slopes are proactively rehabilitated.
Anil Baral, Mohsen Shahandashti
doaj   +1 more source