Data‐Driven Rolling Horizon Approach for Dynamic Design of Supply Chain Distribution Networks under Disruption and Demand Uncertainty
针对需求分布矩不确定和设施可能中断的动态供应链网络设计问题，提出多阶段随机规划模型和数据驱动的滚动时域方法，以确定最优选址、容量、库存和分配决策，并通过数值实验验证其有效性。
ABSTRACT We address the dynamic design of supply chain networks in which the moments of demand distribution function are uncertain and facilities’ availability is stochastic because of possible disruptions. To incorporate the existing stochasticity in our dynamic problem, we develop a multi‐stage stochastic program to specify the optimal location, capacity, inventory, and allocation decisions. Further, a data‐driven rolling horizon approach is developed to use observations of the random parameters in the stochastic optimization problem. In contrast to traditional stochastic programming approaches that are valid only for a limited number of scenarios, the rolling horizon approach makes the determined decisions by the stochastic program implementable in practice and evaluates them. The stochastic program is presented as a quadratic conic optimization, and to generate an efficient scenario tree, a forward scenario tree construction technique is employed. An extensive numerical study is carried out to investigate the applicability of the presented model and rolling horizon procedure, the efficiency of risk‐measurement policies, and the performance of the scenario tree construction technique. Several key practical and managerial insights related to the dynamic supply chain network design under uncertainty are gained based on the computational results.