Optimal ordering quantity under stochastic time-dependent price and demand with a supply disruption : a solution based on the change of measure technique
M. Zied Babai, Dmitry Ivanov, Oh Kang Kwon
| Year of publication: |
2023
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|---|---|
| Authors: | Babai, M. Zied ; Ivanov, Dmitry ; Kwon, Oh Kang |
| Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 0305-0483, ZDB-ID 124502-8. - Vol. 116.2023, p. 1-15
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| Subject: | Change of measure technique | Dual sourcing | Newsvendor problem | Non-stationary demand | Stochastic price | Supply chain disruption | Lieferkette | Supply chain | Lagerhaltungsmodell | Inventory model | Theorie | Theory | Stochastischer Prozess | Stochastic process | Nachfrage | Demand | Risikomanagement | Risk management | Beschaffung | Procurement | Störungsmanagement | Disruption management |