Strategic programming, Complex supply chain, Lean, Production programming, Suppliers selection,   ELECTRE This paper represents a model of strategic programming with limited resources in a complex supply chain. The main goal of the proposed model is to increase efficiency and effectiveness of the supply chain with respect to income increases and cost decreases. Using special objective funct...

In this paper, we propose a new model for designing integrated forward/reverse logistics based on pricing policy in direct and indirect sales channel. The proposed model includes producers, disposal center, distributers and final customers. We assumed that the location of final customers is fixed. First, a deterministic mixed integer linear programming model is developed for integrated logistic...

Performance of a distributed system can be greatly affected by the deployment of the system components over the nodes of the target network. Performance evaluation and tuning after deployment is generally expensive and risky because redeploying the system is a complex task. We present two approaches to optimizing deployment of component-based systems: a binary integer programming model (BIP) an...

We consider the optimal portfolio problem of a power investor who wishes to allocate her wealth between several credit default swaps (CDSs), a stock index, and a money market account. We model contagion risk among the reference entities in the portfolio using a reduced form Markovian model with interacting default intensities. Using the dynamic programming principle, we establish a lattice depe...

In this paper, convex semi-infinite programming is converted to an optimal control model of neural networks and the optimal control model is solved by iterative dynamic programming method. In final, numerical examples are provided for illustration of the purposed method.

this paper will investigate the optimum portfolio for an investor, taking into account 5 criteria. the mean variance model of portfolio optimization that was introduced by markowitz includes two objective functions; these two criteria, risk and return do not encompass all of the information about investment; information like annual dividends, s&p star ranking and return in later years which...

In this paper, we consider the optimal investment problem for an insurer who has n dependent lines of business. The surplus process of the insurer is described by a n-dimensional compound Poisson risk process. Moreover, the insurer is allowed to invest in a risk-free asset and a risky asset whose price process follows the constant elasticity of variance (CEV) model. The investment objective is ...

location selection is one of the most important activities in establishment of bank branches. choosing a suitable location have a direct impact on the performance of banks and also facilitating the achievement of other objectives. there are a lot of influential factors on the location selection which are complicated and therefore the traditional methods cannot be used. so we need to have a suit...

quality of products and services is considered as a key factor for customer satisfaction. quality function deployment (qfd) is known as a critical tool for translating voice of customers to prioritize technical requirements of a production. the level of this satisfaction depends on the number of fulfilled requirements. it should be noted that this level varies according to the possible constrai...

in recent years, supplier evaluation and selection, an important element in supply chain management, has been gaining attention in both academic literature and industrial practice. the mixed integer multi-objective non-linear programming model (mimonlp) presented in this paper aimed to evaluate and select the appropriate set of suppliers considering quantitative and qualitative criteria and in ...