Stochastic Dual Dynamic Programming for Multiechelon Lot Sizing with Component Substitution
From MaRDI portal
Publication:5060792
DOI10.1287/ijoc.2022.1215zbMath1505.90013OpenAlexW3123413788WikidataQ114058178 ScholiaQ114058178MaRDI QIDQ5060792
Yossiri Adulyasak, Simon Thevenin, Jean-François Cordeau
Publication date: 11 January 2023
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.2022.1215
Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39)
Uses Software
Cites Work
- A classification of the literature on the planning of substitutable products
- Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling
- Linear programming models for a stochastic dynamic capacitated lot sizing problem
- An efficient computational method for a stochastic dynamic lot-sizing problem under service-level constraints
- Improving the performance of stochastic dual dynamic programming
- Analysis of stochastic dual dynamic programming method
- Modelling and computing \((R^{n}, S^{n})\) policies for inventory systems with non-stationary stochastic demand
- Polyhedral analysis for the two-item uncapacitated lot-sizing problem with one-way substitution
- Practical enhancements to the Magnanti-Wong method
- Computational complexity of uncapacitated multi-echelon production planning problems
- Multi-stage stochastic optimization applied to energy planning
- Dynamic lot sizing with random demand and non-stationary costs
- Single-item dynamic lot-sizing problems: an updated survey
- Distance and matching-induced search algorithm for the multi-level lot-sizing problem with substitutable bill of materials
- On the solution variability reduction of stochastic dual dynamic programming applied to energy planning
- The effects of strategic and manufacturing flexibilities and supply chain agility on firm performance in the fashion industry
- A multi-stage stochastic optimization model of a pastoral dairy farm
- Solving the stochastic dynamic lot-sizing problem through nature-inspired heuristics
- Handbook of stochastic models and analysis of manufacturing system operations
- Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
- A multi-stage stochastic integer programming approach for a multi-echelon lot-sizing problem with returns and lost sales
- Efficient reformulations for dynamic lot-sizing problems with product substitution
- Dynamic capacitated lot-sizing problems: a classification and review of solution approaches
- A stochastic programming approach for supply chain network design under uncertainty
- Random Yield and Random Demand in a Production System with Downward Substitution
- Uncapacitated lot-sizing problem with production time windows, early productions, backlogs and lost sales
- Introduction to Stochastic Programming
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Benders Decomposition for Production Routing Under Demand Uncertainty
- Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach
- Multi-item capacitated lot-sizing with demand uncertainty
- Strategies for the Probabilistic Lot-Sizing Problem with Service-Level Constraints
- A Dual-Based Procedure for Uncapacitated Facility Location
- Accelerating Benders Decomposition: Algorithmic Enhancement and Model Selection Criteria
- Randomization of Number Theoretic Methods for Multiple Integration
- A Lagrangean-Based Heuristic for Dynamic Multilevel Multiitem Constrained Lotsizing with Setup Times
- Progressive Selection Method for the Coupled Lot-Sizing and Cutting-Stock Problem
- Combining Polyhedral Approaches and Stochastic Dual Dynamic Integer Programming for Solving the Uncapacitated Lot-Sizing Problem Under Uncertainty
- An Extended Mixed-Integer Programming Formulation and Dynamic Cut Generation Approach for the Stochastic Lot-Sizing Problem
- Modeling industrial lot sizing problems: a review
- The Monte Carlo Method
- Progressive hedging as a meta-heuristic applied to stochastic lot-sizing
This page was built for publication: Stochastic Dual Dynamic Programming for Multiechelon Lot Sizing with Component Substitution
