This paper addresses a multi-stage stochastic integer programming formulation of the uncapacitated lot-sizing problem under uncertainty. We show that the classical ( , S) inequalities for the deterministic lot-sizing polytope are also valid for the stochastic lot-sizing polytope. We then extend the
A multi-phase algorithm for a joint lot-sizing and pricing problem with stochastic demands
β Scribed by Li, Hongyan; Thorstenson, Anders
- Book ID
- 127278001
- Publisher
- Taylor and Francis Group
- Year
- 2013
- Tongue
- English
- Weight
- 460 KB
- Volume
- 52
- Category
- Article
- ISSN
- 0020-7543
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