Stability Analysis of Cost Allocation Methods for Inventory Routing

A new cost allocation rule for inventory transportation systems

In this paper we propose a context-specific cost allocation rule for inventory transportation systems. We consider the setting defined in Fiestras-Janeiro et al. (2012) [3] and propose a new cost allocation rule, the so-called AMEF value, which is inspired by the Shapley value. We prove that, under suitable conditions, the AMEF value provides core allocations. Besides, we provide a characteriza...

analysis of ruin probability for insurance companies using markov chain

در این پایان نامه نشان داده ایم که چگونه می توان مدل ریسک بیمه ای اسپیرر اندرسون را به کمک زنجیره های مارکوف تعریف کرد. سپس به کمک روش های آنالیز ماتریسی احتمال برشکستگی ، میزان مازاد در هنگام برشکستگی و میزان کسری بودجه در زمان وقوع برشکستگی را محاسبه کرده ایم. هدف ما در این پایان نامه بسیار محاسباتی و کاربردی تر از روش های است که در گذشته برای محاسبه این احتمال ارائه شده است. در ابتدا ما نشا...

Routing and Inventory Allocation Policies in Multi-Echelon Distribution Systems

A Combined Vehicle Routing and Inventory Allocation Problem

We address the combined problem of allocating a scarce resource among several locations, and planning deliveries using a fleet of vehicles. Demands are random, and holding and shortage costs must be considered in the decision along with transportation costs. We show how to extend some of the available methods for the deterministic vehicle routing problem to this case. Computational results usin...

Robust Inventory Routing with Flexible Time Window Allocation

This paper studies a robust maritime inventory routing problem with time windows and stochastic travel times. One of the novelties of the problem is that the length and placement of the time windows are also decision variables. Such problems arise in the design and negotiation of long-term delivery contracts with customers who require on-time deliveries of high-value goods throughout the year. ...