期刊名称：International Journal of Industrial Engineering Computations
印刷版ISSN：1923-2926
电子版ISSN：1923-2934
出版年度：2014
卷号：5
期号：4
页码：603-620
DOI：10.5267/j.ijiec.2014.6.003
语种：English
出版社：Growing Science Publishing Company
摘要：Inventory Routing Problem (IRP) is defined as the combination of vehicle routing, inventorymanagement and delivery scheduling decisions. In this study, a model for a basic inventoryrouting problem is proposed, which controls the risk of exceeding capital dedicated to an IRPwith a value at risk (VaR) measure. It is assumed that the structure of the basic model is one tomany, the time horizon is single period and fleet composition is homogeneous. The objective ofthe model is to minimize the expected total cost over a planning horizon at the same timeconsidering the affordable risk. Since a stochastic IRP is an NP-hard problem and consideringVaR makes it more complex, it is not feasible to solve the large-scale problems through an exactmodel. Hence, a new simulation optimization procedure is proposed to solve the problem.Finally, a numerical example is presented to demonstrate its accuracy and applicability
关键词：Financial Risk Management; Inventory Routing Problem; Risk Averse Distributor; Simulation Optimization; Value at Risk
