[PDF] Top 20 Risk analysis of sourcing problem using stochastic programming
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Risk analysis of sourcing problem using stochastic programming
... the sourcing problem has become more challenging for supply chain ...of sourcing for dierent market conditions are presented in the ...for sourcing, is developed in a multi-period setting in ... See full document
10
Sharif University of Technology. Scientia Iranica Transactions E: Industrial Engineering
... Basic stochastic programming formulation Stochastic programming is one of the most powerful analytical tools to support sequential decision-making under ...of programming: the under- ... See full document
10
Optimization of Cost and Emissions of a KRW-Gasifier based IGCC System under Variability and Uncertainty
... uncertainty analysis, optimization methods provide a powerful and rigorous tool for design of process ...as stochastic optimization, which enables one to use statistics, such as expected value, variance and ... See full document
130
Optimal Investment and Proportional Reinsurance with Risk Constraint
... reinsurance problem, one popular way is to employ the stochastic dynamic programming approach ...By using the dynamic programming principle, the pro- blem is reduced to solving a ... See full document
11
RESPONSE SURFACE MODELLING OF MONTE-CARLO FIRE DATA
... probability risk analysis method, by showing calculations and results for an actual design ...on risk assessment methods taken from the area of structural engineering, from the area of large-scale ... See full document
291
New Results In Production Theory By Applying Goal Programming
... Envelope Analysis (DEA) and factor minimal cost function and its properties are mentioned because they are prerequisites to understand the goal programming estimation of stochastic cost ...of ... See full document
7
Some Explicit Results for the Distribution Problem of Stochastic Linear Programming
... distribution problem can be found in Babbar [2], Bereanu [3] [4] [5] [6] [7], Hsia [8], Prekopa [9], Sengupta, Tintner, and Millham [10], Sengupta, Tintner, and Morrison [11], and Wets ...tion problem can ... See full document
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Minimizing the Conditional Value-at-Risk for a Single Operating Room Scheduling Problem
... formulated stochastic programming problem was 3 s using the IBM ILOG CPLEX ...the risk measure, i.e., risk neutral ...the risk measure, i.e., risk-averse decision ... See full document
6
A stochastic model for project selection and scheduling problem
... selection problem is one of the most important problems in ...of problem contains project selection and scheduling, and is more complicated than pure project selection (Huang and Zhao ...goal ... See full document
12
Reducing lead time risk through multiple sourcing: the case of stochastic demand and variable lead time
... 4 subsequent stage or the customer after its completion (note that this scenario is studied in many papers, see e.g. Kim and Benton, 1995; Ben-Daya and Hariga, 2004; Hsiao 2008; Glock 2009, In Press a, among others). ... See full document
22
Fuzzy Random Linear Optimization under Possibilistic Downside Risk Measures: Minimization of Possibilistic Low Partial Moment
... (linear programming) problems with discrete fuzzy random ...downside risk in fuzzy stochastic environments, we have proposed new models based on low partial moment using possibility and ... See full document
6
A New Method Evaluating Credit Risk with ES Based LS SVM MK
... Another problem is that SVM has a high computational complexity because of the solving of large scale quadratic programming in parameter iterative learning ... See full document
6
Analysis, programming and evaluation of calculation methods for Value-at-Risk involving risk-factor models with heavy tails
... In some situations, the price process needs to be represented by a complicated function, such as the price for a derivative. Furthermore, the number of securities in a portfolio with derivatives is commonly larger than ... See full document
41
Two-stage stochastic programming model for capacitated complete star p-hub network with different fare classes of customers
... the risk of flying with some empty ...the risk of rejecting a latest high-fare request due to the capacity ...version problem of revenue management to receive much interest as the fight legs are now ... See full document
23
A new model for solving stochastic second order cone complementarity problem and its convergence analysis
... of stochastic factor ω, gener- ally there is no vector x satisfying ...low risk deterministic model and regard the solutions of this model as the solutions of ... See full document
14
Stochastic dynamic programming methods for the portfolio selection problem
... dynamic programming method with upper bound con- straints on the holdings of the risky assets labeled as “LADP-UB” gives us in each dataset very similar terminal wealth values, in some instances identical, no ... See full document
253
Ordering policies for a dual sourcing supply chain with disruption risks
... different risk aversion and preference ...of risk aversion and preference degree on optimal ordering quantity, price and supply chain ...a stochastic programming model for the single ... See full document
10
A Stochastic Programming Model to Solve the Capacity Expansion Problem Considering Auxiliary Tools: A Semiconductor Foundry Case
... By comparing the proposed stochastic model with the deterministic model, we obtain the following similar results: (1). The increasing flexibility of production is identified using auxiliary tools ... See full document
5
Duality in Nonlinear Fractional Programming Problem Using Fuzzy Programming and Genetic Algorithm
... fractional programming problem under ...the problem, he has developed the concept of α-level set of the fuzzy number is given and for obtaining an efficient solution to the problem (FMOINLFP), ... See full document
15
Medium-Term Hydropower Scheduling with Variable Head under Inflow, Energy and Reserve Capacity Price Uncertainty
... on stochastic dual dynamic programming (SDDP) to solve the nonconvex MTHS problem, and show that the use of Strengthened Benders (SB) cuts to represent the expected future profit (EFP) function ... See full document
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