This paper introduces the problem of designing a single-product supply chain network in an agile manufacturing setting under a vendor managed inventory (VMI) strategy to seize a new market opportunity. The problem addresses the level of risk aversion of the retailer when dealing with the uncertainty of market related information through a conditional value at risk (CVaR) approach. This approach leads to a bilevel programming problem. The Karush-Kuhn-Tucker (KKT) conditions are employed to transform the model into a single-level, mixed-integer linear programming problem by considering some relaxations. Since realizations of imprecisely known parameters are the only information available, a data-driven approach is employed as a suitable, more practical, methodology of avoiding distributional assumptions. Finally, the effectiveness of the proposed model is demonstrated through a numerical example. (original abstract
