Risk Averse Decision Models for Resilient Supplier Selection

Year 2016, Volume: 34 Issue: 2, 53 - 78, 23.06.2016

Yasemin Merzifonluoğlu Uzgören

https://doi.org/10.17065/huniibf.259133

Cited By: 1

Abstract

Decision models provided by this study aim to help managers to find remedies to devastating supply chain disruptions that could be caused by a mismatch between volatile customer demand and unreliable supply. We considered the newsvendor problem where the firm has more than one suppliers who are not necessarily reliable. We have provided a range of decision models with risk neutral and risk averse objective functions. The model uses scenarios to represent uncertain events (specifying customer demand and supplier reliability). Linear Programming formulations are provided which can be easily solved using commercially available software. A sample numerical study is also carried out to provide valuable managerial insights for optimal sourcing behaviors of risk averse and risk neutral firms. In the numerical study, expected profit, CVaR and Mean Excess Regret models are selected for evaluation.  

Keywords

newsvendor problem, supplier selection

TEDARİKÇİ SEÇİMİ İÇİN RİSK GÖZETEN KARAR MODELLERİ

Abstract

Bu çalışmanın amacı arz
talep dengesizliğinden dolayı tedarik zincirinde oluşacabilecek kesintilerin
yıkıcı etkilerini azaltmak için karar modelleri sunmaktır. Bu çalışmada birden
çok güvenilir olmayan tedarikçisi olan “Gazeteci” problemi ele alınmıştır. Risk
gözeten ve risk karşıtı farklı modeller sunulmuştur. Gelecekteki tüketici
talebi ve tedarikçi güvenilirliği senaryolarla belirlenmiştir. Problemler
optimizasyon amaçlı yazılımlarla kolayca çözülebilen “Doğrusal Programlama”
yöntemi ile modellenmiştir. Yöneticilere tedarikçi seçimlerinde yol gösterici
stratejiler üretmek amacı ile örnek bir sayısal çalışma da yapılmıştır. Bu
sayısal çalışmada ortalama kar, CVaR ve ortalama artık pişmanlık yöntemleri
uygulanmıştır.

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