کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
478136 1446025 2014 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Reverse logistics network design and planning utilizing conditional value at risk
ترجمه فارسی عنوان
طراحی و برنامه ریزی شبکه معکوس تدارکات با استفاده از ارزش شرطی در معرض خطر
کلمات کلیدی
ارزش شرطی در معرض خطر، طراحی و برنامه ریزی، پایان محصولات زندگی، زنجیره عرضه معکوس برنامه ریزی تصادفی دو مرحله ای
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر علوم کامپیوتر (عمومی)
چکیده انگلیسی


• It is the first paper that tries to regard risk measure in reverse Supply Chain.
• We specify CVaR as our risk measure in a two stage stochastic programming structure.
• We consider stochastic demands and prices with a mean-CVaR objective.
• Results show significant better performances for mean-CVaR models.
• In real markets, managers can apply their risk factors via our mean-risk model.

Nowadays, due to some social, legal, and economical reasons, dealing with reverse supply chain is an unavoidable issue in many industries. Besides, regarding real-world volatile parameters, lead us to use stochastic optimization techniques. In location–allocation type of problems (such as the presented design and planning one), two-stage stochastic optimization techniques are the most appropriate and popular approaches. Nevertheless, traditional two-stage stochastic programming is risk neutral, which considers the expectation of random variables in its objective function. In this paper, a risk-averse two-stage stochastic programming approach is considered in order to design and planning a reverse supply chain network. We specify the conditional value at risk (CVaR) as a risk evaluator, which is a linear, convex, and mathematically well-behaved type of risk measure. We first consider return amounts and prices of second products as two stochastic parameters. Then, the optimum point is achieved in a two-stage stochastic structure regarding a mean-risk (mean-CVaR) objective function. Appropriate numerical examples are designed, and solved in order to compare the classical versus the proposed approach. We comprehensively discuss about the effectiveness of incorporating a risk measure in a two-stage stochastic model. The results prove the capabilities and acceptability of the developed risk-averse approach and the affects of risk parameters in the model behavior.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: European Journal of Operational Research - Volume 237, Issue 2, 1 September 2014, Pages 487–497
نویسندگان
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