A joint chance-constrained programming approach for the single-item capacitated lot-sizing problem with stochastic demand.
Céline GicquelJianqiang ChengPublished in: Ann. Oper. Res. (2018)
Keyphrases
- single item
- stochastic demand
- multi item
- lot sizing
- infinite horizon
- inventory systems
- lead time
- upper bound
- multistage
- lot size
- production planning
- lost sales
- long run
- finite horizon
- combinatorial auctions
- inventory control
- holding cost
- optimal policy
- mixed integer programming
- mixed integer
- service level
- average cost
- fixed cost
- markov decision processes