Uncertainty quantification with risk measures in production planning

Göttlich, Simone ; Knapp, Stephan

URL: https://arxiv.org/abs/1905.05014
Document Type: Working paper
Year of publication: 2019
Place of publication: Mannheim
Publication language: English
Institution: School of Business Informatics and Mathematics > Wissenschaftliches Rechnen (Göttlich 2011-)
Subject: 510 Mathematics
Abstract: This paper is concerned with a simulation study for a stochastic production network model, where the capacities of machines may change randomly. We introduce performance measures motivated by risk measures from finance leading to a simulation based optimization framework for the production planning. The same measures are used to investigate the scenario when capacities are related to workers that are randomly not available. This corresponds to the study of a workforce planning problem in an uncertain environment.

Dieser Eintrag ist Teil der Universitätsbibliographie.

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ORCID: Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Knapp, Stephan

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