闭环约束鲁棒最优控制在供应链运营风险管理应用.pdfVIP

Application of Close-Loop Constrained Robust Optimal Control to Manage Sup- ply Chain Operational Risks Jianing He1 Haibo Wang2 Wenzhou Jin3 1School of Business Administration, South China University of Technology, Guangzhou 510641, China 2 Division of International Business and Technology Studies, Texas AM International University, Laredo, TX 78045, USA 3 School of Civil and Transportation Engineering, South China University of Technology, Guangzhou 510641, China Abstract: Supply chain risk management has been the subject of considerable research in recent years. To maintain its operational efficiency and business resiliency in the uncer- tain business environment, firms become more willing to implement certain “robust” supply chain strategies for mitigating risks. In this paper, we present a robust optimal control model as an efficient tool to manage supply chain operational risks. By applying the model to a specific supply network, we intend to address multiple goals and various uncertainties and contribute to the literature on modeling and managing the supply chain risks. The numerical example is reported by using the transformation of multi-parametric linear programming (mp-LP) and geometric algorithm. We acquire the explicit optimal order as a function of the current inventory state. The inventory goal can be fulfilled without sacrificing the performance efficiency in each corresponding critical region. Keywords: Supply chain risk management, constrained robust optimal control, dynami- cal system, multi-parametric linear programming