Search Results - subject:"uncertainty modeling"

Efficient propagation of uncertainties in manufacturing supply chains: Time buckets, L-leap, and multilevel Monte Carlo methods

Chiang, Nai-Yuan; Lin, Yiqing; Long, Quan - In: Operations Research Perspectives 7 (2020), pp. 1-15

Uncertainty propagation of large-scale discrete supply chains can be prohibitive when numerous events occur during the simulated period and when discrete-event simulations (DES) are costly. We present a time-bucket method to approximate and accelerate the DES of supply chains. Its stochastic...

Persistent link: https://www.econbiz.de/10012662806

Efficient propagation of uncertainties in manufacturing supply chains: time buckets, L-leap, and multilevel Monte Carlo methods

Chiang, Nai-Yuan; Lin, Yiqing; Long, Quan - In: Operations research perspectives 7 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012198079

Portfolio optimization with choice of a probability measure

Saito, Taiga; Takahashi, Akihiko - 2020 - Revised in December 2021 and March 2022

Persistent link: https://www.econbiz.de/10013336334

Short-term risk management of electricity retailers under rising shares of decentralized solar generation

Russo, Marianna; Kraft, Emil; Bertsch, Valentin; Keles, … - In: Energy economics 109 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013283857

Evaluation of sourcing contracts in wood supply procurement using simulation

Rahimi, Ali; Rönnqvist, Mikael; LeBel, Luc; Audy, … - In: International transactions in operational research : a … 29 (2022) 1, pp. 396-416

Persistent link: https://www.econbiz.de/10012630756

New evidence on market response to public announcements in the presence of microstructure noise

Bian, Siyu; Serra, Teresa; García, Philip; Irwin, Scott H. - In: European journal of operational research : EJOR 298 (2022) 2, pp. 785-800

Persistent link: https://www.econbiz.de/10013206899

Decision support for disaster relief : coordinating spontaneous volunteers

Sperling, Martina; Schryen, Guido - In: European journal of operational research : EJOR 299 (2022) 2, pp. 690-705

Persistent link: https://www.econbiz.de/10013207161

Resilience toward supply disruptions : a stochastic inventory control model with partial backordering under the base stock policy

Taleizadeh, Ata Allah; Tafakkori, Keivan; Thaichon, Park - In: Journal of retailing and consumer services 58 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012430725

Combining multiple criteria analysis, mathematical programming and Monte Carlo simulation to tackle uncertainty in Research and Development project portfolio selection : a case study from Greece

Mavrotas, George; Makryvelios, Evangelos - In: European journal of operational research : EJOR 291 (2021) 2, pp. 794-806

Persistent link: https://www.econbiz.de/10012495366

Distributionally robust facility location problem under decision-dependent stochastic demand

Basciftci, Beste; Ahmed, Shabbir; Shen, Siqian - In: European journal of operational research : EJOR 292 (2021) 2, pp. 548-561

Persistent link: https://www.econbiz.de/10012502379