On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty
Year of publication: |
December 2018
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Authors: | Escudero, Laureano F. ; Monge, Juan Francisco ; Romero Morales, MarĂa Dolores |
Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 100.2018, p. 270-286
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Subject: | Tactical supply chain planning | Nonlinear separable objective function | Multistage stochastic integer optimization | Risk management | Time-consistency | Stochastic nested decomposition | Lieferkette | Supply chain | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Risikomanagement | Risiko | Risk | Risikoaversion | Risk aversion | Produktionsplanung | Production planning | Entscheidung unter Unsicherheit | Decision under uncertainty |
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