On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty
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Publication:1782185
DOI10.1016/j.cor.2017.07.011zbMath1458.90493OpenAlexW2734797176MaRDI QIDQ1782185
Juan Francisco Monge, Dolores Romero Morales, Laureano Fernando Escudero Bueno
Publication date: 18 September 2018
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://research.cbs.dk/en/publications/d1fb8fbb-7be0-4c3b-b394-31853738f4e3
risk managementtime-consistencymultistage stochastic integer optimizationnonlinear separable objective functionstochastic nested decompositiontactical supply chain planning
Mixed integer programming (90C11) Stochastic programming (90C15) Transportation, logistics and supply chain management (90B06) Dynamic programming (90C39)
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