Article ID Journal Published Year Pages File Type
1142806 Operations Research Letters 2008 6 Pages PDF
Abstract

We give multi-stage stochastic programming formulations for lot-sizing problems where costs, demands and order lead times follow a general discrete-time stochastic process with finite support. We characterize the properties of an optimal solution and give a dynamic programming algorithm, polynomial in the scenario tree size, when orders do not cross in time.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
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On stochastic lot-sizing problems with random lead times
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