Article ID Journal Published Year Pages File Type
1142589 Operations Research Letters 2011 4 Pages PDF
Abstract

In this paper, we develop a dynamic programming algorithm for the scenario-tree-based stochastic uncapacitated lot-sizing problem with random lead times. Our algorithm runs in O(N2)O(N2) time, where NN is the input size of the scenario tree, and improves the recently developed algorithm that runs in O(N3)O(N3) time.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
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An O(N2)O(N2)-time algorithm for the stochastic uncapacitated lot-sizing problem with random lead times
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