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Socially Responsible Merchant Operations: Comparison of Shutdown-averse CVaR and Anticipated Regret Policies

https://doi.org/10.2139/ssrn.3790676
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A two-factor cointegrated commodity price model with an application to spread option pricing
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Tight Approximations of Dynamic Risk Measures
inferredcites →https://doi.org/10.1287/moor.2017.0872openalex-extracted
Risk-Averse Approximate Dynamic Programming with Quantile-Based Risk Measures
inferredcites →https://doi.org/10.1287/msom.2019.0850openalex-extracted
Managing Shutdown Decisions in Merchant Commodity and Energy Production: A Social Commerce Perspective
inferredcites →https://doi.org/10.1287/opre.1090.0796openalex-extracted
Information Relaxations and Duality in Stochastic Dynamic Programs
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On Solving Multistage Stochastic Programs with Coherent Risk Measures
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Technical Note—Time Inconsistency of Optimal Policies of Distributionally Robust Inventory Models
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Regret in Decision Making under Uncertainty
inferredcites →https://doi.org/10.2139/ssrn.2486104openalex-extracted
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A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing
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Practicality of Nested Risk Measures for Dynamic Electric Vehicle Charging
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