Portfolio selection under supply chain predictability.
Thomas Trier BjerringKourosh Marjani RasmussenAlex WeissensteinerPublished in: Comput. Manag. Sci. (2018)
Keyphrases
- supply chain
- portfolio selection
- supply chain management
- portfolio optimization
- financial markets
- decision making
- bullwhip effect
- service level
- capacity planning
- robust optimization
- multiple objectives
- lead time
- planning horizon
- transaction costs
- decision support system
- lot sizing
- knapsack problem
- evolutionary algorithm