A Lagrangean decomposition approach for oil supply chain investment planning under uncertainty with risk considerations.
Fabricio OliveiraVijay GuptaSilvio HamacherIgnacio E. GrossmannPublished in: Comput. Chem. Eng. (2013)
Keyphrases
- supply chain
- planning under uncertainty
- decision making
- pricing schemes
- investment decisions
- supply chain management
- markov decision processes
- decision theoretic
- ai planning
- cost savings
- dynamical systems
- multi agent
- bullwhip effect
- lower bound
- supplier selection
- service level
- risk management
- lead time
- upper bound
- column generation
- decision makers
- expected utility
- facility location problem
- optimal solution
- data mining
- partially observable markov decision processes
- planning problems
- network design problem
- real option
- branch and bound
- heuristic search