A stochastic model for risk management in global supply chain networks

被引：236
作者：
Goh, Mark
Lim, Joseph Y. S.
Meng, Fanwen
机构：
[1] Natl Univ Singapore, Dept Decis Sci, Singapore 117592, Singapore
[2] Natl Univ Singapore, Dept Finance & Accounting, Singapore 117592, Singapore
[3] Natl Univ Singapore, Logist Inst Asia Pacific, Singapore 117574, Singapore
来源：
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 2007年 / 182卷 / 01期
关键词：
supply chains; risk management; stochastic programming; Moreau-Yosida regularization;
D O I：
10.1016/j.ejor.2006.08.028
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
With the increasing emphasis on supply chain vulnerabilities, effective mathematical tools for analyzing and understanding appropriate supply chain risk management are now attracting much attention. This paper presents a stochastic model of the multi-stage global supply chain network problem, incorporating a set of related risks, namely, supply, demand, exchange, and disruption. We provide a new solution methodology using the Moreau-Yosida regularization, and design an algorithm for treating the multi-stage global supply chain network problem with profit maximization and risk minimization objectives. (c) 2006 Elsevier B.V. All rights reserved.
引用
收藏
页码：164 / 173
页数：10
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