Combining Polyhedral Approaches and Stochastic Dual Dynamic Integer Programming for Solving the Uncapacitated Lot-Sizing Problem Under Uncertainty (Q5086004)

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scientific article; zbMATH DE number 7551223
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Combining Polyhedral Approaches and Stochastic Dual Dynamic Integer Programming for Solving the Uncapacitated Lot-Sizing Problem Under Uncertainty
scientific article; zbMATH DE number 7551223

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    Combining Polyhedral Approaches and Stochastic Dual Dynamic Integer Programming for Solving the Uncapacitated Lot-Sizing Problem Under Uncertainty (English)
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    30 June 2022
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    multistage stochastic programming
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    stochastic lot sizing
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    stochastic dual dynamic integer programming
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    node aggregation
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    valid inequalities
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    partial decomposition
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