A coordinated approach to hedge the risks in stochastic inventory-routing problem

Computers and Industrial Engineering

Volumn 56, Issue 3, 2009, Pages 1095-1112

  Chen, Yee Ming ^a   Lin, Chun Ta ^b  

^a YUAN ZE UNIVERSITY   (Taiwan)

^b YU DA UNIVERSITY   (Taiwan)

Author keywords

Black scholes model; Forward option pricing model; GARCH model; Inventory routing problem (IRP); Particle swarm optimization (PSO)

Indexed keywords

COSTS; DISTRIBUTION OF GOODS; FENCES; RANDOM PROCESSES; ROUTING ALGORITHMS; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC MODELS; TRANSPORTATION ROUTES;

A-PRIORI; BLACK-SCHOLES MODEL; COMPUTATIONAL RESULTS; DECISION MAKERS; FORWARD OPTION PRICING MODEL; GARCH MODEL; GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY; INVENTORY COSTS; INVENTORY ROUTING PROBLEM (IRP); MODEL-BASED; MULTI PRODUCTS; NET PRESENT VALUES; OPTIMAL PORTFOLIOS; OPTION PRICING; PARTICLE SWARM OPTIMIZATION ALGORITHMS; PLANNING HORIZONS; PRODUCT GROUPS; REPLENISHMENT POLICIES; RISK AVERSIONS; ROUTING ASSIGNMENTS; SERVICE LEVELS; STOCHASTIC DEMANDS; STOCHASTIC INVENTORIES; TARGET GROUPS; TOTAL COSTS; TRANSPORTATION COSTS; TRANSPORTATION POLICIES;

PARTICLE SWARM OPTIMIZATION (PSO);

EID: 60849095494     PISSN: 03608352     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cie.2008.09.044     Document Type: Article

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