Download Handbook of Quantitative Supply Chain Analysis: Modeling in by David Simchi-Levi, S. David Wu, Zuo-Jun (Max) Shen PDF

By David Simchi-Levi, S. David Wu, Zuo-Jun (Max) Shen

The Handbook is a finished study reference that's crucial for somebody attracted to undertaking examine in offer chain. special gains contain:

-A specialize in the intersection of quantitative provide chain research and E-Business,
-Unlike different edited volumes within the offer chain sector, it is a instruction manual instead of a set of study papers. each one bankruptcy was once written via a number of top researchers within the sector. those authors have been invited at the foundation in their scholarly services and designated insights in a specific sub-area,
-As a lot consciousness is given to in retrospect as to taking a look ahead. so much chapters talk about at size destiny learn wishes and study instructions from either theoretical and functional views,
-Most chapters describe intimately the quantitative versions used for research and the theoretical underpinnings; many examples and case reviews are supplied to illustrate how the types and the theoretical insights are proper to genuine events,
-Coverage of such a lot cutting-edge enterprise practices in offer chain management.

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Extra info for Handbook of Quantitative Supply Chain Analysis: Modeling in the E-Business Era

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Since many SC models rely on continuous-time processes, it is natural to assume that differential games should find a variety of applications in SCM literature. However, most SCM models include stochasticity in one form or another. At the same time, due to the mathematical difficulties inherent in differential games, we are only aware of deterministic differential GT models in SCM. Although theory for stochastic differential games does exist, applications are quite limited, see Basar and Olsder (1995).

The best response function for the second player remains the same as in the simultaneous move game: Q2 (Ql) = F_;2\(Dl -Ql)+ ( r2 ~ C2) . 1 ). Existence of a Stackelberg equilibrium is easy to demonstrate given the continuous payoff functions. However, uniqueness may be considerably harder to demonstrate. A sufficient condition is quasi-concavity ofthe leader's profit function, 7fi (x1, x2(xi)). In the newsvendor game example, this implies the necessity of finding derivatives of the density function of the demand distribution as is typical for many problems involving uncertainty.

O,~=l, ... ,n, defining xi, ... , x~ as implicit functions of parameter a. 3) evaluated at xi, ... , x~ is non-zero, then the function x* (a), R 1 -c> Rn is continuous on a ball around x* and its derivatives are found as follows: ~ g,t. a2 ~1 ~ a 2rr a 2 ~2 ax) ~ ~ ax~ a2rrn llxnaX! 6) axnaa axf Since the IFT is covered in detail in many non-linear programming books and its application to the GT problems is essentially the same, we do not delve further into this matter. 6) by H- 1 . That is justified because the Hessian is assumed to have a non-zero determinant to avoid the cumbersome task of inverting the matrix.

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