Constraint programming for stochastic inventory systems under shortage cost
DOI10.1007/S10479-011-0936-XzbMATH Open1251.90036OpenAlexW2004304233WikidataQ57539199 ScholiaQ57539199MaRDI QIDQ1761863FDOQ1761863
S. Armagan Tarim, Brahim Hnich, Roberto Rossi
Publication date: 15 November 2012
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-011-0936-x
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constraint programminginventory controldecision making under uncertaintynon-stationary demandshortage costreplenishment cycle policy
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Cited In (10)
- An EOQ model for stochastic demand for limited capacity of own warehouse
- Joint pricing and inventory control for additive demand models with reference effects
- Application of stochastic programming to reduce uncertainty in quality-based supply planning of slaughterhouses
- Fractional programming approach to two stochastic inventory problems
- Computing optimal \((R, s, S)\) policy parameters by a hybrid of branch-and-bound and stochastic dynamic programming
- An Extended Mixed-Integer Programming Formulation and Dynamic Cut Generation Approach for the Stochastic Lot-Sizing Problem
- Constraint programming for computing non-stationary \((R, S)\) inventory policies
- The stochastic lot sizing problem with piecewise linear concave ordering costs
- Cost-Based Filtering for Stochastic Inventory Control
- Minimising total average cycle stock subject to practical constraints
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