On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty.
Laureano F. EscuderoJuan Francisco MongeDolores Romero MoralesPublished in: Comput. Oper. Res. (2018)
Keyphrases
- supply chain
- planning under uncertainty
- stochastic dominance
- risk averse
- decision theoretic
- markov decision processes
- decision makers
- random variables
- decision making
- utility function
- lead time
- stochastic programming
- dynamical systems
- ai planning
- expected utility
- service level
- multi agent
- learning algorithm
- state space