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A Stochastic Dual Dynamic Integer Programming for the Uncapacitated Lot-Sizing Problem with Uncertain Demand and Costs
Abstract : We study the uncapacitated lot-sizing problem with uncertain demand and costs. We consider a multi-stage decision process and rely on a scenario tree to represent the uncertainty. We propose to solve this stochastic combinatorial optimization problem thanks to a new extension of the stochastic dual dynamic integer programming algorithm. Our results show that this approach can provide good quality solutions in a reasonable time for large-size instances.
Cited literature [18 references]
https://hal.archives-ouvertes.fr/hal-02421766
Contributor : Céline Gicquel Connect in order to contact the contributor
Submitted on : Friday, February 7, 2020 - 11:14:38 AM
Last modification on : Wednesday, March 16, 2022 - 3:44:11 AM
Long-term archiving on: : Friday, May 8, 2020 - 12:47:02 PM
Contributor : Céline Gicquel Connect in order to contact the contributor
Submitted on : Friday, February 7, 2020 - 11:14:38 AM
Last modification on : Wednesday, March 16, 2022 - 3:44:11 AM
Long-term archiving on: : Friday, May 8, 2020 - 12:47:02 PM
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