Managing Risks of Supply-Chain Disruptions: Dual ... - CiteSeerX

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---------------------------------------------------------------------------------------------------------------------------------------------------------------------------- GENERAL MAIN -----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------function [Principal] = Main(CONSTANTS)------------------------------------Initialization <strong>of</strong> matrices and parameters ------------------------------------TREE = GenBinTree(CONSTANTS);Z=TREE.X;NormalProba = GenNormalProba(CONSTANTS,TREE);DisruptionProba=0;%"Value matrices" creationT=CONSTANTS.num_period+1Principal.ValueOneNormal=zeros(T,T,T,T);Principal.ValueOneDisruption=zeros(T,T,T,T);Principal.ValueTwoNormal=zeros(T,T,T,T);Principal.ValueTwoDisruption=zeros(T,T,T,T);Principal.ValueThreeNormal=zeros(T,T,T,T);Principal.ValueThreeDisruption=zeros(T,T,T,T);Principal.DecisionOneNormal=zeros(T,T,T,T);Principal.DecisionThreeNormal=zeros(T,T,T,T);Principal.InitValueOneNormal=zeros(T,T,T,T);Principal.InitValueTwoNormal=zeros(T,T,T,T);Principal.InitValueThreeNormal=zeros(T,T,T,T);Principal.InitDecisionOneNormal=zeros(T,T,T,T);Principal.InitDecisionTwoNormal=zeros(T,T,T,T);Principal.InitDecisionThreeNormal=zeros(T,T,T,T);%"Value matrices" initializationPrincipal.ValueOneNormal(:,:,:,:)=NaN;Principal.ValueOneDisruption(:,:,:,:)=NaN;Principal.ValueTwoNormal(:,:,:,:)=NaN;Principal.ValueTwoDisruption(:,:,:,:)=NaN;Principal.ValueThreeNormal(:,:,:,:)=NaN;Principal.ValueThreeDisruption(:,:,:,:)=NaN;Principal.DecisionOneNormal(:,:,:,:)=NaN;Principal.DecisionThreeNormal(:,:,:,:)=NaN;Principal.InitValueOneNormal(:,:)=NaN;Principal.InitValueTwoNormal(:,:)=NaN;Principal.InitValueThreeNormal(:,:)=NaN;Principal.InitDecisionOneNormal(:,:)=NaN;Principal.InitDecisionTwoNormal(:,:)=NaN;Principal.InitDecisionThreeNormal(:,:)=NaN;Principal.ValueOneNormal(:,T,:,:)=0;Principal.ValueOneDisruption(:,T,:,:)=0;88
Principal.ValueTwoNormal(:,T,:,:)=0;Principal.ValueTwoDisruption(:,T,:,:)=0;Principal.ValueThreeNormal(:,T,:,:)=0;Principal.ValueThreeDisruption(:,T,:,:)=0;Principal.InitValueOneNormal(:,T)=0;Principal.InitValueTwoNormal(:,T)=0;Principal.InitValueThreeNormal(:,T)=0;---------------------------------------------- Value Matrices Calculations ----- -----------------------------------for k=CONSTANTS.num_period:-1:1for m=1:1:kfor g=1:1:kfor l=1:1:gv=0;DisruptionProba=GenDisruptionProba(CONSTANTS,TREE,m,k,g);v=Value(CONSTANTS,TREE,NormalProba,DisruptionProba,Principal.ValueOneNormal,Principal.ValueOneDisruption,Principal.ValueTwoNormal,Principal.ValueTwoDisruption,Principal.ValueThreeNormal,Principal.ValueThreeDisruption,m,k,g,l);Principal.ValueOneNormal(m,k,g,l)=v.OneNormal;Principal.ValueTwoNormal(m,k,g,l)=v.TwoNormal;Principal.ValueThreeNormal(m,k,g,l)=v.ThreeNormal;Principal.DecisionOneNormal(m,k,g,l)=v.DecOneNormal;Principal.DecisionTwoNormal(m,k,g,l)=v.DecTwoNormal;Principal.DecisionThreeNormal(m,k,g,l)=v.DecThreeNormal;Principal.ValueOneDisruption(m,k,g,l)=v.OneDisruption;Principal.ValueTwoDisruption(m,k,g,l)=v.TwoDisruption;Principal.ValueThreeDisruption(m,k,g,l)=v.ThreeDisruption;endendw=0;DisruptionProba=0;w=InitialValue(CONSTANTS,TREE,NormalProba,DisruptionProba,Principal.InitValueOneNormal,Principal.InitValueTwoNormal,Principal.InitValueThreeNormal,Principal.ValueOneDisruption,Principal.ValueTwoDisruption,Principal.ValueThreeDisruption,m,k);Principal.InitValueOneNormal(m,k)=w.OneNormal;Principal.InitValueTwoNormal(m,k)=w.TwoNormal;Principal.InitValueThreeNormal(m,k)=w.ThreeNormal;Principal.InitDecisionOneNormal(m,k)=w.DecOneNormal;Principal.InitDecisionTwoNormal(m,k)=w.DecTwoNormal;Principal.InitDecisionThreeNormal(m,k)=w.DecThreeNormal;endend89
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Managing Risks of Supply-Chain Disr
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AcknowledgementsI would like to exp
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4.2.5 Conclusions .................
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List of FiguresFigure 1.1: Strategy
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Chapter 1Introduction.Modern supply
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- Levels 2 and 3--between these two
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5. In terms of implementation, Forr
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Some articles focus precisely on di
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2.3 Secure the Supply-ChainThere ar
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1) Firms need to build a resilient
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at ports and airports and along the
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2.6 Conclusions- Increase the secur
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The most adapted approach (single V
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suppliers’. The main objective of
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Some people continue to think that
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For example, there is no market for
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4.1.3 Option ValueJust like a finan
Page 37 and 38: - I0: initial investmentThe problem
Page 39 and 40: Re plicating portfolio in the up st
Page 41 and 42: Let’s consider a portfolio compri
Page 43 and 44: The differential equation is quite
Page 45 and 46: value of the cash flows of the proj
Page 47 and 48: update their option management stra
Page 49 and 50: Chapter 5OptionModeling Dual-Sourci
Page 52 and 53: We will describe the firm’s curre
Page 54 and 55: investment costs are denotedIMainSu
Page 56 and 57: 5.4 Programming on MatlabTo solve t
Page 58 and 59: Chapter 6Results of the ModelThis c
Page 60 and 61: uses the main supplier its profits
Page 62 and 63: drivers - in particular at the time
Page 64 and 65: what will happen. To hedge this dem
Page 66 and 67: 6.5 Conclusions- Real options allow
Page 68 and 69: market share from its competitor.7.
Page 70 and 71: = 0.99 * ($100) + 0.01* (-$200)= $9
Page 72 and 73: Table 7.1: Assumption on Parameter
Page 74 and 75: 7.2.4 Exploit at maximum real optio
Page 76 and 77: developed “ a general simulation
Page 78 and 79: (13) Lee, H.L., Wolfe, M. (2003),
Page 80 and 81: and Supply Management Course.(38) Z
Page 82 and 83: to reserve for the future, by maxim
Page 84 and 85: APPENDIX B: PARAMETER VALUES USED T
Page 86 and 87: normal or in disruption.The program
Page 90 and 91: -----------------------------------
Page 92 and 93: % Probability of going from (m,k,j)
Page 94 and 95: -----------------------------------
Page 96 and 97: -----------------------------------
Page 98 and 99: elsevalue.DecOneNormal=3;end-------
Page 100 and 101: -----------------------------------
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