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

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elsevalue.DecOneNormal=3;end-------------------------------------------- INITIAL VALUE MATRIX: 2 SUPPLIERS / NORMAL SITUATION ------------------------------------------------------------if (k-g>CONSTANTS.d)TakeOne = (NormalProba.P1+NormalProba.P3)*profit(TREE.X(m,k)*(1-r*l),1,0,CONSTANTS)+(NormalProba.P2+NormalProba.P4)*profit(TREE.X(m,k)*(1-r*l),1,1,CONSTANTS)+(NormalProba.P1*ValueOneNormal(m,k+1,g,l)+NormalProba.P2*ValueOneDisruption(m,k+1,k,l+1)+NormalProba.P3*ValueOneNormal(m+1,k+1,g,l)+NormalProba.P4*ValueOneDisruption(m+1,k+1,k,l+1))/(1+CONSTANTS.r*d_t)-CONSTANTS.TwotoOne;KeepTwo =(NormalProba.P1+NormalProba.P3)*profit(TREE.X(m,k)*(1-r*l),2,0,CONSTANTS)+(NormalProba.P2+NormalProba.P4)*profit(TREE.X(m,k)*(1-r*l),2,1,CONSTANTS)+(NormalProba.P1*ValueTwoNormal(m,k+1,g,l)+NormalProba.P2*ValueTwoDisruption(m,k+1,k,l)+NormalProba.P3*ValueTwoNormal(m+1,k+1,g,l)+NormalProba.P4*ValueTwoDisruption(m+1,k+1,k,l))/(1+CONSTANTS.r*d_t);TakeThree = (NormalProba.P1+NormalProba.P3)*profit(TREE.X(m,k)*(1-r*l),3,0,CONSTANTS)+(NormalProba.P2+NormalProba.P4)*profit(TREE.X(m,k)*(1-r*l),3,1,CONSTANTS)*CONSTANTS.Delay+(NormalProba.P1*ValueThreeNormal(m,k+1,g,l)+NormalProba.P2*ValueThreeDisruption(m,k+1,k,l)+NormalProba.P3*ValueThreeNormal(m+1,k+1,g,l)+NormalProba.P4*ValueThreeDisruption(m+1,k+1,k,l))/(1+CONSTANTS.r*d_t)-CONSTANTS.TwotoThree;value.TwoNormal=max([TakeOne KeepTwo TakeThree]);elsevalue.TwoNormal=0;value.DecTwoNormal=0;endif (TakeOne>KeepTwo & TakeOne>TakeThree)value.DecTwoNormal=1;elseif (KeepTwo>TakeOne & KeepTwo>TakeThree)value.DecTwoNormal=2;elsevalue.DecTwoNormal=3;end98
---------------------------------------------------------- VALUE MATRIX: 3 SUPPLIERS / NORMAL SITUATION ---------------------------------------------------------if (k-g>CONSTANTS.d)TakeOne = (NormalProba.P1+NormalProba.P3)*profit(TREE.X(m,k)*(1-r*l),1,0,CONSTANTS)+(NormalProba.P2+NormalProba.P4)*profit(TREE.X(m,k)*(1-r*l),1,1,CONSTANTS)+(NormalProba.P1*ValueOneNormal(m,k+1,g,l)+NormalProba.P2*ValueOneDisruption(m,k+1,k,l+1)+NormalProba.P3*ValueOneNormal(m+1,k+1,g,l)+NormalProba.P4*ValueOneDisruption(m+1,k+1,k,l+1))/(1+CONSTANTS.r*d_t)-CONSTANTS.ThreetoOne;TakeTwo = (NormalProba.P1+NormalProba.P3)*profit(TREE.X(m,k)*(1-r*l),2,0,CONSTANTS)+(NormalProba.P2+NormalProba.P4)*profit(TREE.X(m,k)*(1-r*l),2,1,CONSTANTS)+(NormalProba.P1*ValueTwoNormal(m,k+1,g,l)+NormalProba.P2*ValueTwoDisruption(m,k+1,k,l)+NormalProba.P3*ValueTwoNormal(m+1,k+1,g,l)+NormalProba.P4*ValueTwoDisruption(m+1,k+1,k,l))/(1+CONSTANTS.r*d_t)-CONSTANTS.ThreetoTwo;KeepThree=(NormalProba.P1+NormalProba.P3)*profit(TREE.X(m,k)*(1-r*l),3,0,CONSTANTS)+(NormalProba.P2+NormalProba.P4)*profit(TREE.X(m,k)*(1-r*l),3,1,CONSTANTS)+(NormalProba.P1*ValueThreeNormal(m,k+1,g,l)+NormalProba.P2*ValueThreeDisruption(m,k+1,k,l)+NormalProba.P3*ValueThreeNormal(m+1,k+1,g,l)+NormalProba.P4*ValueThreeDisruption(m+1,k+1,k,l))/(1+CONSTANTS.r*d_t);value.ThreeNormal=max([TakeOne TakeTwo KeepThree]);elsevalue.ThreeNormal=0;value.DecThreeNormal=0;endif (TakeOne>TakeTwo & TakeOne>KeepThree)value.DecThreeNormal=1;elseif (TakeTwo>TakeOne & TakeTwo>KeepThree)value.DecThreeNormal=2;elsevalue.DecThreeNormal=3;end99
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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
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- I0: initial investmentThe problem
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Re plicating portfolio in the up st
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Let’s consider a portfolio compri
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The differential equation is quite
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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
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Page 90 and 91: -----------------------------------
Page 92 and 93: % Probability of going from (m,k,j)
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