English, Article, Journal or magazine article edition: Quantitative analysis of multi-periodic supply chain contracts with options via stochastic programming VAN DELFT, Christian; VIAL, Jean-Philippe

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Bookmark: http://trove.nla.gov.au/version/22997
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Quantitative analysis of multi-periodic supply chain contracts with options via stochastic programming
Author
  • VAN DELFT, Christian
  • VIAL, Jean-Philippe
Physical Description
  • preprint
Notes
  • We propose a stochastic programming approach for quantitative analysis of supply contracts, involving flexibility, between a buyer and a supplier, in a supply chain framework. Specifically, we consider the case of multi-periodic contracts in the face of correlated demands. To design such contracts, one has to estimate the savings or costs induced for both parties, as well as the optimal orders and commitments. We show how to model the stochastic process of the demand and the decision problem for both parties using the algebraic modeling language AMPL. The resulting linear programs are solved with a commercial linear programming solver; we compute the economic performance of these contracts, giving evidence that this methodology allows to gain insight into realistic problems.
  • stochastic programming; supply contract; linear programming; modeling software; decision tree
  • RePEc:ebg:heccah:0733
Language
  • English
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