Search Results - subject:"STOCHASTIC PROGRAMMING"

Optimal savings management for individuals with defined contribution pension plans

Konicz, Agnieszka Karolina; Mulvey, John M. - In: European journal of operational research : EJOR 243 (2015) 1, pp. 233-247

Persistent link: https://www.econbiz.de/10010492965

Component procurement and end product assembly in an uncertain supply demand environment

Bollapragada, Ramesh; Kuppusamy, Saravanan; Rao, Uday S. - In: International journal of production research 53 (2015) 3, pp. 969-982

Persistent link: https://www.econbiz.de/10010493070

Efficient water management policies for irrigation adaptation to climate change in Southern Europe

Kahil, Mohamed Taher; Connor, Jeffery D.; Albiac, José - In: Ecological economics : the transdisciplinary journal of … 120 (2015), pp. 226-233

Persistent link: https://www.econbiz.de/10011631966

Risk management optimization for sovereign debt restructuring

Consiglio, Andrea; Zenios, Stauros Andrea - In: Journal of globalization and development 6 (2015) 2, pp. 181-213

Persistent link: https://www.econbiz.de/10011473912

The impact of alternative performance measures on portfolio procurement with contingent option contracts

Fu, Qi - In: International journal of production economics 167 (2015), pp. 128-138

Persistent link: https://www.econbiz.de/10011346577

Strategic robust supply chain design based on the Pareto-optimal tradeoff between efficiency and risk

Huang, Edward; Goetschalckx, Marc - In: European Journal of Operational Research 237 (2014) 2, pp. 508-518

The strategic design of a robust supply chain has to determine the configuration of the supply chain so that its performance remains of a consistently high quality for all possible future conditions. The current modeling techniques often only consider either the efficiency or the risk of the...

Persistent link: https://www.econbiz.de/10011097693

Reverse logistics network design and planning utilizing conditional value at risk

Soleimani, Hamed; Govindan, Kannan - In: European Journal of Operational Research 237 (2014) 2, pp. 487-497

optimization techniques are the most appropriate and popular approaches. Nevertheless, traditional two-stage stochastic programming …-averse two-stage stochastic programming approach is considered in order to design and planning a reverse supply chain network. We …

Persistent link: https://www.econbiz.de/10011097725

Integrating operations and marketing decisions using delayed differentiation of products and guaranteed delivery time under stochastic demand

Kuthambalayan, Thyagaraj S.; Mehta, Peeyush; Shanker, Kripa - In: European Journal of Operational Research 237 (2014) 2, pp. 617-627

In this research, we integrate the issues related to operations and marketing strategy of firms characterized by large product variety, short lead times, and demand variability in an assemble-to-order environment. The operations decisions are the inventory level of components and semi-finished...

Persistent link: https://www.econbiz.de/10011097760

A multistage linear stochastic programming model for optimal corporate debt management

Valladão, Davi M.; Veiga, Álvaro; Veiga, Geraldo - In: European Journal of Operational Research 237 (2014) 1, pp. 303-311

, denominations, maturities and amortization schedules. We propose a multistage linear stochastic programming model that optimizes …

Persistent link: https://www.econbiz.de/10011097820

A risk management system for sustainable fleet replacement

Ansaripoor, Amir H.; Oliveira, Fernando S.; Liret, Anne - In: European Journal of Operational Research 237 (2014) 2, pp. 701-712

stochastic programming and conditional value at risk (CVaR) to account for uncertainty in the decision process. The article …

Persistent link: https://www.econbiz.de/10011097824