Recursive expected conditional value at risk in the fleet renewal problem with alternative fuel vehicles

We study the fleet portfolio management problem faced by a firm deciding which alternative fuel vehicles (AFVs) to choose for its fleet to minimise the weighted average of cost and risk, in a stochastic multi-period setting. We consider different types of technology and vehicles with heterogeneous c...

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Bibliographic Details
Main Authors: Ansaripoor, Amir Hossein, Oliveira, F., Liret, A.
Format: Journal Article
Published: Pergamon Press 2016
Online Access:http://hdl.handle.net/20.500.11937/12798