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Solution to a Class of Two-stage Stochastic Programs with Multivariate Normal Uncertainty

Bansal, Saurabh; Dyer, James - 2013

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...

Persistent link: https://www.econbiz.de/10014184708

Reserve Lifetime and Depletion in Exhaustible Resource Extraction Under Uncertainty

Larsson, Karl - 2014

This paper studies the implications for reserve lifetime and related quantities in a continuous time model of resource extraction under uncertainty. Both the resource price and the extracted amount are assumed to follow stochastic processes. Reserve lifetime is determined by the...

Persistent link: https://www.econbiz.de/10013061983

Relocatable Modular Capacities in Risk Aware Strategic Supply Network Planning Under Demand Uncertainty

Kayser, Ariane; Sahling, Florian - 2022

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...

Persistent link: https://www.econbiz.de/10014237572

An Asymptotic Analysis of Hierarchical Control of Manufacturing Systems Under Uncertainty

Lehoczky, John P. - 2017

This paper presents an asymptotic analysis of a hierarchical manufacturing system with machines subject to breakdown and repair. The rate of change in machine states is much larger than the rate of fluctuation in demand and the rate of discounting of costs, and this gives rise to a limiting...

Persistent link: https://www.econbiz.de/10012746803

Optimal Capacity Expansion Under Uncertainty

Davis, Mark H.A; Dempster, M.A.H; Sethi, Suresh; Vermes, D. - 2020

expansion project. Optimization is studied by methods of stochastic control theory. Numerical algorithms are presented which …

Persistent link: https://www.econbiz.de/10014097781

Self-Reliant Shipping to Mitigate Disruption Risk in the Direct-Delivery Channel : Will the E-Tailer’s Bonded-Warehouse Channel also Benefit?

Niu, Baozhuang; Ruan, Yiyuan - 2023

-border e-commerce. For the e-tailers operating both bonded-warehouse and direct-delivery channels, self-reliant shipping will …-tailer’s choice between self-reliant shipping and common carrier strategies by considering the coordination of its two channel …-warehouse channel, the e-tailer is less likely to choose self-reliant shipping, so the unbalanced demand potentials in these two …

Persistent link: https://www.econbiz.de/10014344576

A capacitated lot-sizing problem in the industrial fashion sector under uncertainty : a conditional value-at-risk framework

Cardona-Valdés, Yajaira; Nucamendi-Guillén, Samuel; … - In: International journal of production research 61 (2023) 21, pp. 7181-7197

Persistent link: https://www.econbiz.de/10014383348

Two-stage stochastic lot-sizing problem under cost uncertainty

Zhou, Zhili; Guan, Yongpei - In: Stochastic models of manufacturing and service system …, (pp. 207-230). 2013

Persistent link: https://www.econbiz.de/10010210626

Piecewise linear approximations for the static-dynamic uncertainty strategy in stochastic lot-sizing

Rossi, Roberto; Kilic, Onur A.; Tarim, S. Armagan - In: Omega : the international journal of management science 50 (2015) 1, pp. 126-140

Persistent link: https://www.econbiz.de/10010422738

Capacity, pricing and production under supply and demand uncertainties with an application in agriculture

Golmohammadi, Amirmohsen; Hassini, Elkafi - In: European journal of operational research : EJOR 275 (2019) 3, pp. 1037-1049

Persistent link: https://www.econbiz.de/10011993642