Please use this identifier to cite or link to this item: https://doi.org/10.1016/j.ejor.2006.08.028
Title: A stochastic model for risk management in global supply chain networks
Authors: Goh, M. 
Lim, J.Y.S.
Meng, F.
Keywords: Moreau-Yosida regularization
Risk Management
Stochastic programming
Supply chains
Issue Date: 2007
Source: Goh, M., Lim, J.Y.S., Meng, F. (2007). A stochastic model for risk management in global supply chain networks. European Journal of Operational Research 182 (1) : 164-173. ScholarBank@NUS Repository. https://doi.org/10.1016/j.ejor.2006.08.028
Abstract: 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. © 2006 Elsevier B.V. All rights reserved.
Source Title: European Journal of Operational Research
URI: http://scholarbank.nus.edu.sg/handle/10635/43975
ISSN: 03772217
DOI: 10.1016/j.ejor.2006.08.028
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