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|Title:||A stochastic model for supply chain risk management using conditional value at risk||Authors:||Goh, M.
|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|
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