Modeling supply-chain planning under demand uncertainty using stochastic programming: A survey motivated by asset–liability management

2009 ◽  
Vol 121 (2) ◽  
pp. 728-738 ◽  
Author(s):  
ManMohan S. Sodhi ◽  
Christopher S. Tang
Keyword(s):  
Supply Chain ◽  
Stochastic Programming ◽  
Demand Uncertainty ◽  
Asset Liability Management ◽  
Supply Chain Planning ◽  
Liability Management

scholarly journals A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry

2016 ◽  
Vol 18 (2) ◽  
pp. 349-368 ◽  
Author(s):  
Alan Delgado de Oliveira ◽  
Tiago Pascoal Filomena ◽  
Marcelo Scherer Perlin ◽  
Miguel Lejeune ◽  
Guilherme Ribeiro de Macedo
Keyword(s):  
Stochastic Programming ◽  
Pension Fund ◽  
Management Model ◽  
Multistage Stochastic Programming ◽  
Asset Liability Management ◽  
Liability Management ◽  
Fund Industry

A Multi-Attribute Stochastic Programming Approach for Supply Chain Planning with VAR

ICCTP 2010 ◽  
2010 ◽  
Author(s):  
Huapu Lu ◽  
Xinxin Yu ◽  
Xiaoqiang Zhao ◽  
Yue Li ◽  
Nan Cheng
Keyword(s):  
Supply Chain ◽  
Stochastic Programming ◽  
Programming Approach ◽  
Supply Chain Planning
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