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Polynomial-Time Algorithms for Stochastic Uncapacitated Lot-Sizing Problems

โœ Scribed by Guan, Y.; Miller, A. J.


Book ID
115503901
Publisher
INFORMS
Year
2008
Tongue
English
Weight
175 KB
Volume
56
Category
Article
ISSN
0030-364X

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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