نتایج جستجو برای: supplier selection robust programming discount currency exchange rate uncertainty
تعداد نتایج: 1972999 فیلتر نتایج به سال:
Due to its inherent role in ensuring food security and as one of the productive sectors of the economy, the agricultural sector has a priority in receiving preferential currency. Having a preferred currency has caused the price of this commodity in the market to be multi-valued. On the other hand, the allocation of billions of dollars at a price lower than the free market price of foreign excha...
Due to the importance of supplier selection issue in supply chain management (SCM) and ,also, the increasing tendency of organizations to their social responsibilities, In this paper, we survey the supplier selection issue as a multi objective problem while considering the factor of corporate social responsibility (CSR) as a mathematical parameter. The purpose of this paper is to design a mode...
This research proposes a mathematical model in piecewise objective integer with quadratic programming to accommodate discount purchase, holding and transport costs on an integrated inventory control supplier selection problem. The proposed can be used determine the optimal decision, specifically, quantity of product ordered by decision maker stored should have minimal effect total cost. To eval...
This paper investigates the effect of exchange rate uncertainty on the Iran’s import trade. The exchange rate uncertainty series were generated utilizing the TARCH model. This model analyzes the asymmetric effects. The analysis of uncertainty and asymmetry of the exchange rate shows significant TARCH effect on Iran’s exchange rates. The findings of the study indicate negative shocks (bad ne...
In this paper, mean absolute deviation model for optimal portfolio selection problem is studied. Due to the uncertainty in the observed returns from financial markets, an improved robust formulation based on Bertsimas and Sim approach is presented. Then we study the robust model of the problem under correlated uncertainty set and give its equivalent model. Finally, the performance of the imp...
In this paper we propose a simple non-parametric model for multiple crite-ria supplier selection problem. The proposed model does not generate a zeroweight for a certain criterion and ranks the suppliers without solving the modeln times (one linear programming (LP) for each supplier) and therefore allowsthe manager to get faster results. The methodology is illustrated using anexample.
foreign trade of any country is considered as one of the major economic sectors of that society as far as some refer to trade as the “engine of growth”. foreign exchange rate and its volatilities is one of the effective factors determining foreign trade. the present paper deals with the impact of real exchange rate uncertainty on imports in iran during 1979-2009. in this respect, first, among v...
T This paper analyzes different pricing strategies in a two-echelon supply chain including one supplier and two retailers. The supplier and the retailers face random yield and random demand, respectively. Moreover, coordination or non-coordination of retailers in receiving the discount is investigated. Game theory is used to model and analyze the problems. The supplier as a leader of Stackelbe...
index tracking is the process of developing a portfolio that reproduces the performance of an index. the tracker portfolio has relatively good diversity and low turnover and low transaction costs. in this paper we applied a binary programming model for index tracking problem. in this model the number of assets for portfolio construction is defined by portfolio manager. the robust optimization f...
This paper proposes a family of robust counterpart for uncertain linear programs (LP) which is obtained for a general definition of the uncertainty region. The relationship between uncertainty sets using norm bod-ies and their corresponding robust counterparts defined by dual norms is presented. Those properties lead us to characterize primal and dual robust counterparts. The researchers show t...
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