Optimal Ordering Quantity under Stochastic Time-Dependent Price and Demand with a Supply Disruption: A Solution Based on the Change of Measure Technique

[1]  M. Sodhi,et al.  Preparedness with a system integrating inventory, capacity, and capability for future pandemics and other disasters , 2022, Production and Operations Management.

[2]  D. Ivanov,et al.  The shortage economy and its implications for supply chain and operations management , 2022, Int. J. Prod. Res..

[3]  Jennifer Blackhurst,et al.  Adapting supply chain operations in anticipation of and during the COVID-19 pandemic , 2022, Omega.

[4]  Adam N. Letchford,et al.  Newsvendor problems: An integrated method for estimation and optimisation , 2021, Eur. J. Oper. Res..

[5]  Stephen M. Disney,et al.  Dual Sourcing and Smoothing Under Nonstationary Demand Time Series: Reshoring with SpeedFactories , 2021, Manag. Sci..

[6]  D. Ivanov Probability, Adaptability, and Time: Some Research-Practice Paradoxes in Supply Chain Resilience and Viability Modeling , 2022, International Journal of Integrated Supply Management.

[7]  I. N. Pujawan,et al.  Supply chains under COVID-19 disruptions: literature review and research agenda , 2021, Supply Chain Forum: An International Journal.

[8]  Mustapha Ouhimmou,et al.  Mitigating supply disruption with a backup supplier under uncertain demand: competition vs. cooperation , 2020, Int. J. Prod. Res..

[9]  Boris V. Sokolov,et al.  Reconfigurable supply chain: the X-network , 2020, Int. J. Prod. Res..

[10]  D. Ivanov,et al.  Competitive pricing of substitute products under supply disruption☆☆☆ , 2020, Omega.

[11]  Benedikt Schulte,et al.  The price-setting newsvendor with Poisson demand , 2020, Eur. J. Oper. Res..

[12]  Tadeusz Sawik,et al.  On the risk-averse selection of resilient multi-tier supply portfolio , 2020 .

[13]  D. Ivanov Predicting the impacts of epidemic outbreaks on global supply chains: A simulation-based analysis on the coronavirus outbreak (COVID-19/SARS-CoV-2) case , 2020, Transportation Research Part E: Logistics and Transportation Review.

[14]  Gregory D. DeYong The price-setting newsvendor: review and extensions , 2020, Int. J. Prod. Res..

[15]  Dmitry Ivanov,et al.  Dual sourcing under supply disruption with risk-averse suppliers in the sharing economy , 2019, Int. J. Prod. Res..

[16]  Dmitry Ivanov,et al.  A real-option approach to mitigate disruption risk in the supply chain , 2019, Omega.

[17]  Fikri Karaesmen,et al.  An inventory model where customer demand is dependent on a stochastic price process , 2019, International Journal of Production Economics.

[18]  Dmitry Ivanov,et al.  A utility adjusted newsvendor model with stochastic demand , 2019, International Journal of Production Economics.

[19]  Babak Abbasi,et al.  Supply chain network redesign with demand and price uncertainty , 2018, International Journal of Production Economics.

[20]  Z. Yin,et al.  Using backup supply with responsive pricing to mitigate disruption risk for a risk-averse firm , 2018, Int. J. Prod. Res..

[21]  Sharif H. Melouk,et al.  Sourcing strategies for a capacitated firm subject to supply and demand uncertainty , 2017, Omega.

[22]  Ata,et al.  Dynamic Volunteer Staffing in Multicrop Gleaning Operations , 2018, Oper. Res..

[23]  Ralf W. Seifert,et al.  Building up Resilience in a Pharmaceutical Supply Chain through Inventory, Dual Sourcing and Agility Capacity , 2017 .

[24]  Kannan Govindan,et al.  Supply chain network design under uncertainty: A comprehensive review and future research directions , 2017, Eur. J. Oper. Res..

[25]  Dmitry Ivanov,et al.  Simulation-based single vs. dual sourcing analysis in the supply chain with consideration of capacity disruptions, big data and demand patterns , 2017 .

[26]  Mark P. Van Oyen,et al.  Compensating for Dynamic Supply Disruptions: Backup Flexibility Design , 2015, Oper. Res..

[27]  Xiaohang Yue,et al.  The Dynamic Newsvendor Model with Correlated Demand , 2015, Decis. Sci..

[28]  Arvind Sainathan,et al.  Pricing and Replenishment of Competing Perishable Product Variants under Dynamic Demand Substitution , 2013 .

[29]  Reza Zanjirani Farahani,et al.  Robust supply chain network design with service level against disruptions and demand uncertainties: A real-life case , 2013, Eur. J. Oper. Res..

[30]  M. P. Van Oyen,et al.  The value of flexible backup suppliers and disruption risk information: newsvendor analysis with recourse , 2012 .

[31]  Volodymyr Babich,et al.  Using a Dual-Sourcing Option in the Presence of Asymmetric Information about Supplier Reliability: Competition vs. Diversification , 2011, Manuf. Serv. Oper. Manag..

[32]  Yuwen Chen,et al.  The newsvendor problem: Review and directions for future research , 2011, Eur. J. Oper. Res..

[33]  Víctor Martínez-de-Albéniz,et al.  Optimal Inventory Policies when Purchase Price and Demand Are Stochastic , 2011, Oper. Res..

[34]  Snigdha Banerjee,et al.  Effect of declining selling price: profit analysis for a single period inventory model with stochastic demand and lead time , 2010, J. Oper. Res. Soc..

[35]  Amy Z. Zeng,et al.  Single or dual sourcing: decision-making in the presence of supply chain disruption risks , 2009 .

[36]  Pinar Keskinocak,et al.  Dynamic Procurement, Quantity Discounts, and Supply Chain Efficiency , 2008 .

[37]  Peter Berling,et al.  The capital cost of holding inventory with stochastically mean-reverting purchase price , 2008, Eur. J. Oper. Res..

[38]  F. Karaesmen,et al.  Decentralized inventory control in a two-stage capacitated supply chain , 2007 .

[39]  Layek L. Abdel-Malek,et al.  Production , Manufacturing and Logistics A quadratic programming approach to the multi-product newsvendor problem with side constraints , 2006 .

[40]  Diwakar Gupta,et al.  A pricing model for clearing end-of-season retail inventory , 2006, Eur. J. Oper. Res..

[41]  Kaj Rosling,et al.  The Effects of Financial Risks on Inventory Policy , 2005, Manag. Sci..

[42]  Layek Abdel-Malek,et al.  Exact, approximate, and generic iterative models for the multi-product Newsboy problem with budget constraint , 2004 .

[43]  Eduardo S. Schwartz,et al.  Short-Term Variations and Long-Term Dynamics in Commodity Prices , 2000 .

[44]  M. Khouja Optimal ordering, discounting, and pricing in the single-period problem , 2000 .

[45]  W. Gander,et al.  Adaptive Quadrature—Revisited , 2000 .

[46]  M. Khouja The single-period (news-vendor) problem: literature review and suggestions for future research , 1999 .

[47]  M. Khouja The newsboy problem under progressive multiple discounts , 1995 .

[48]  Jean-Charles Rochet,et al.  Changes of numéraire, changes of probability measure and option pricing , 1995, Journal of Applied Probability.

[49]  Abdul Raouf,et al.  On the Constrained Multi‐item Single‐period Inventory Problem , 1993 .

[50]  Hon-Shiang Lau SOME EXTENSIONS OF ISMAIL‐LOUDERBACK'S STOCHASTIC CVP MODEL UNDER OPTIMIZING AND SATISFICING CRITERIA* , 1980 .

[51]  Hon-Shiang Lau The Newsboy Problem under Alternative Optimization Objectives , 1980 .

[52]  B. Ismail,et al.  OPTIMIZING AND SATISFICING IN STOCHASTIC COST‐VOLUME‐PROFIT ANALYSIS , 1979 .

[53]  F. Black,et al.  The Pricing of Options and Corporate Liabilities , 1973, Journal of Political Economy.

[54]  Basil A. Kalymon Stochastic Prices in a Single-Item Inventory Purchasing Model , 1971, Oper. Res..

[55]  Arthur F. Veinott,et al.  Analysis of Inventory Systems , 1963 .