Please use this identifier to cite or link to this item: https://doi.org/10.1016/j.ejor.2006.08.028
DC FieldValue
dc.titleA stochastic model for risk management in global supply chain networks
dc.contributor.authorGoh, M.
dc.contributor.authorLim, J.Y.S.
dc.contributor.authorMeng, F.
dc.date.accessioned2013-10-09T03:23:39Z
dc.date.available2013-10-09T03:23:39Z
dc.date.issued2007
dc.identifier.citationGoh, 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
dc.identifier.issn03772217
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/43975
dc.description.abstractWith 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.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1016/j.ejor.2006.08.028
dc.sourceScopus
dc.subjectMoreau-Yosida regularization
dc.subjectRisk Management
dc.subjectStochastic programming
dc.subjectSupply chains
dc.typeArticle
dc.contributor.departmentDECISION SCIENCES
dc.description.doi10.1016/j.ejor.2006.08.028
dc.description.sourcetitleEuropean Journal of Operational Research
dc.description.volume182
dc.description.issue1
dc.description.page164-173
dc.description.codenEJORD
dc.identifier.isiut000246406000011
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