Research regarding supply chain optimisation has been performed for a long time. However, it is only in the last decade that the research community has started to investigate multi-objective optimisation for supply chains. Supply chains are in general complex networks composed of autonomous entities whereby multiple performance measures in different levels, which in most cases are in conflict with each other, have to be taken into account. In this chapter, we present a comprehensive literature review of existing multi-objective optimisation applications, both analytical-based and simulation-based, in supply chain management publications. Later on in the chapter, we identify the needs of an integration of multi-objective optimisation and system dynamics models, and present a case study on how such kind of integration can be applied for the investigation of bullwhip effects in a supply chain.