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National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Multicriteria and robust extension of news-boy problem
 Šedina, Jaroslav ; Kopa, Miloš (advisor) ; Kaňková, Vlasta (referee)
This thesis studies a classic single-period stochastic optimization problem called the newsvendor problem. A news-boy must decide how many items to order un- der the random demand. The simple model is extended in the following ways: endogenous demand in the additive and multiplicative manner, objective func- tion composed of the expected value and Conditional Value at Risk (CVaR) of profit, multicriteria objective with price-dependent demand, multiproduct exten- sion under dependent and independent demands, distributional robustness. In most cases, the optimal solution is provided. The thesis concludes with the nu- merical study that compares results of two models after applying the Sample Average Approximation (SAA) method. This study is conducted on the real data. 1
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Newsboy problem
 Šedina, Jaroslav ; Dupačová, Jitka (advisor) ; Lachout, Petr (referee)
This thesis deals with the newsboy problem and its various modifications. The first part of the thesis mentions definitions and theorems that are essential for investigation of the optimal solution of the problem. In the second part, various formulations of newsboy problem are discussed and their solutions are presented. For instance, we use Sample Average Approximation method. In the final part, the results are applied to calculate Conditional Value-at-Risk (CVaR) and the thesis concludes with a numerical study programmed in R which compares parametric and nonparametric approach to the problem. The text is consecutively supplemented with graphs. Powered by TCPDF (www.tcpdf.org)
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See also: similar author names
1 ŠEDINA, Josef
1 Šedina, Jan
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