A stochastic production planning model with a dynamic chance constraint

DOI10.1016/0377-2217(85)90067-0zbMath0559.90038MaRDI QIDQ2265942

Mahmut Parlar

Publication date: 1985

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(85)90067-0

zbMATH Keywords

optimal control; stochastic optimization; finite horizon; chance constraint; single product; optimal production planning

Mathematics Subject Classification ID

90C90: Applications of mathematical programming

90C15: Stochastic programming

90B30: Production models

90B05: Inventory, storage, reservoirs

Related Items

Marketing-production decisions under independent and integrated channel structure, Interactions between numbers of a marketing-production channel under seasonal demand, Stochastic inventory problem with piecewise quadratic holding cost function containing a cost-free interval, Advances and applications of chance-constrained approaches to systems optimisation under uncertainty

Cites Work

• A problem in optimal stock management
• Stochastic processes and filtering theory
• Production Planning for a Stochastic Demand Process
• Dynamics of Two Classes of Continuous-Review Inventory Systems
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item