Two-stage absolute semi-deviation mean-risk stochastic programming: an application to the supply chain replenishment problem

DOI10.1016/J.COR.2019.02.010zbMath1458.90043OpenAlexW2916074494MaRDI QIDQ1734824

Saravanan Venkatachalam, Arunachalam Narayanan

Publication date: 27 March 2019

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2019.02.010

zbMATH Keywords

stochastic integer programmingsupply chain managementrisk measureexpected excessmean absolute semi-deviationreplenishment problem

Mathematics Subject Classification ID

Stochastic programming (90C15) Inventory, storage, reservoirs (90B05)

Related Items (2)

Influences of supply chain finance on the mass customization program: risk attitudes and cash flow shortage ⋮ Integer set reduction for stochastic mixed-integer programming

Uses Software

• CPLEX

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stage- and scenario-wise Fenchel decomposition for stochastic mixed 0-1 programs with special structure
• A branch and bound algorithm for a single item nonconvex dynamic lot sizing problem with capacity constraints
• Computational study of decomposition algorithms for mean-risk stochastic linear programs
• Lot-sizing on a tree
• Multi-item single source ordering problem with transportation cost: A Lagrangian decomposition approach
• A two-stage stochastic programming model for transportation network protection
• Efficient and effective heuristics for the coordinated capacitated lot-size problem
• Joint replenishment inventory control: Deterministic and stochastic models
• Computational complexity of uncapacitated multi-echelon production planning problems
• Stochastic programming with integer variables
• Partial objective inequalities for the multi-item capacitated lot-sizing problem
• Risk-averse two-stage stochastic programming with an application to disaster management
• A review of the joint replenishment problem literature: 1989--2005
• A stochastic programming approach for supply chain network design under uncertainty
• On deviation measures in stochastic integer programming
• Single item lot sizing problems
• Conditional value-at-risk in stochastic programs with mixed-integer recourse
• Coherent Measures of Risk
• Dynamic Version of the Economic Lot Size Model
• Risk Aversion in Two-Stage Stochastic Integer Programming
• Progressive Interval Heuristics for Multi-Item Capacitated Lot-Sizing Problems
• Polynomial-Time Algorithms for Stochastic Uncapacitated Lot-Sizing Problems
• Multi-item capacitated lot-sizing with demand uncertainty
• Lectures on Stochastic Programming
• Multiproduct dynamic lot-sizing model with coordinated replenishments
• Multi-Item Single-Level Capacitated Dynamic Lot-Sizing Heuristics: A General Review
• An Algorithm for the Dynamic Lot-Size Problem with Time-Varying Production Capacity Constraints
• Coordinated replenishments of items under time-varying demand: Dynamic programming formulation
• A Dual Ascent Procedure for Multiproduct Dynamic Demand Coordinated Replenishment with Backlogging
• Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse
• Lot Sizing with Random Yields: A Review
• Modeling industrial lot sizing problems: a review
• Optimization of Convex Risk Functions
• A Deterministic Multi-Period Production Scheduling Model with Backlogging
• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
• A Bayesian approach to a dynamic inventory model under an unknown demand distribution

This page was built for publication: Two-stage absolute semi-deviation mean-risk stochastic programming: an application to the supply chain replenishment problem