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We provide results for an efficient analytical valuation of partial moments of the multivariate Gaussian distribution over convex polyhedrons to aid the solution, sensitivity analysis and structural analysis of a large number of two-stage resource acquisition and allocation problems. These...
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We propose a new model formulation for a three-echelon supply network design problem incorporating the concept of relocatable modular capacities. A robust supply network configuration must be determined based on uncertain demand. Furthermore, by incorporating the conditional value at risk...
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Conflicting objectives becomes a common issue in many supply chain network optimization problems. In this paper, a new model is formulated to design a green supply chain network through a new mixed integer linear programming problem. Uncertain demand and stochastic environmental respect levels...
Persistent link: https://www.econbiz.de/10011637189
We consider a decentralized supply chain in which a downstream manufacturer purchases components from an upstream supplier privileged with private information about supply disruption risk. The supplier's initial reliability, asymmetric to the manufacturer, is either low or high. We examine two...
Persistent link: https://www.econbiz.de/10012838902
In this paper we first extend the theory of almost stochastic dominance (ASD) (for risk averters) to include the ASD …. Recently, Tsetlin, et al. (2015) develop the theory of generalized almost stochastic dominance (GASD). We then briefly discuss …
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