Risk analysis of a pay to delay capacity reservation contract

Optimization Methods and Software

Volumn 21, Issue 4, 2006, Pages 635-651

  Wu, Jun ^a,b   Yue, Wuyi ^b   Yamamoto, Yoshitsugu ^c   Wang, Shouyang ^a  

^a INSTITUTE OF SYSTEMS SCIENCE   (China)

^b KONAN UNIVERSITY   (Japan)

^c UNIVERSITY OF TSUKUBA   (Japan)

Author keywords

Conditional value at risk; Optimization; Risk analysis; Supply chain contract

Indexed keywords

CONTRACTS; DYNAMIC PROGRAMMING; MATHEMATICAL MODELS; NUMERICAL ANALYSIS; STATISTICAL METHODS; STRATEGIC PLANNING;

CONDITIONAL VALUE-AT-RISK; MEAN-VARIANCE TRADEOFF; RISK ANALYSIS; SUPPLY CHAIN CONTRACT;

RISK ASSESSMENT;

EID: 33745613242     PISSN: 10556788     EISSN: 10294937     Source Type: Journal    
DOI: 10.1080/10556780600723310     Document Type: Conference Paper

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