A Stochastic Dual Dynamic Integer Programming for the Uncapacitated Lot-Sizing Problem with Uncertain Demand and Costs
-
Published:2021-05-25
Issue:
Volume:29
Page:353-361
-
ISSN:2334-0843
-
Container-title:Proceedings of the International Conference on Automated Planning and Scheduling
-
language:
-
Short-container-title:ICAPS
Author:
Quezada Franco,Gicquel Céline,Kedad-Sidhoum Safia
Abstract
We study the uncapacitated lot-sizing problem with uncertain demand and costs. We consider a multi-stage decision process and rely on a scenario tree to represent the uncertainty. We propose to solve this stochastic combinatorial optimization problem thanks to a new extension of the stochastic dual dynamic integer programming algorithm. Our results show that this approach can provide good quality solutions in a reasonable time for large-size instances.
Publisher
Association for the Advancement of Artificial Intelligence (AAAI)
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献