Robust supply chain networks design and ambiguous risk preferences

摘要: In this paper, a robust stochastic optimisation model for regret minimising is proposed supply chain networks design. The emphasises the ambiguity lying in both risk preference and probability distribution. A duality theory derived random utility functions are identified as Lagrange multipliers. addition, tractable relaxation based on reformulation-linearisation technique presented computational aspects of model. numerical experiments show that our can make well balance between conservativeness pure optimism risk-neutrality. We also present case study to demonstrate applicability