A stochastic model for supply chain risk management using conditional value at risk

Please use this identifier to cite or link to this item: https://doi.org/10.1007/978-1-84882-634-2_8

Title:	A stochastic model for supply chain risk management using conditional value at risk
Authors:	Goh, M. Meng, F.
Issue Date:	2009
Citation:	Goh, M.,Meng, F. (2009). A stochastic model for supply chain risk management using conditional value at risk. Managing Supply Chain Risk and Vulnerability: Tools and Methods for Supply Chain Decision Makers : 141-157. ScholarBank@NUS Repository. https://doi.org/10.1007/978-1-84882-634-2_8
Abstract:	In this chapter, we establish a stochastic programming formulation for supply chain risk management using conditional value at risk. In particular, we investigate two problems on logistics under conditions of uncertainty. The sample average approximation method is introduced for solving the underlying stochastic model. Preliminary numerical results are provided. © 2009 Springer London.
Source Title:	Managing Supply Chain Risk and Vulnerability: Tools and Methods for Supply Chain Decision Makers
URI:	http://scholarbank.nus.edu.sg/handle/10635/115524
ISBN:	9781848826335
DOI:	10.1007/978-1-84882-634-2_8
Appears in Collections:	Staff Publications

There are no files associated with this item.

Check