Optimal financing strategies for a risk-averse supplier under the CVaR criterion in a capital-constrained supply chain.
Boshi TianYuanxin LuLiangwei YuXiaoxing ChangPublished in: J. Oper. Res. Soc. (2024)
Keyphrases
- supply chain
- risk averse
- risk neutral
- planning horizon
- uncertain demand
- decision makers
- supply chain management
- stochastic programming
- utility function
- supplier selection
- optimal strategy
- decision making
- lead time
- expected utility
- quantity discount
- inventory policy
- dynamic programming
- dual sourcing
- portfolio management
- service level
- production capacity
- inventory control
- distribution centers
- stackelberg game
- replenishment policy
- optimal solution
- robust optimization