Dynamic lot sizing with random demand and non-stationary costs.
Charles R. SoxPublished in: Oper. Res. Lett. (1997)
Keyphrases
- non stationary
- setup cost
- customer demand
- production cost
- lead time
- total cost
- adaptive algorithms
- cost savings
- lot sizing
- holding cost
- inventory level
- inventory systems
- lost sales
- stock price
- multiscale
- state dependent
- empirical mode decomposition
- production planning
- white noise
- concept drift
- long run average cost
- temporal evolution
- average cost
- autoregressive
- single item
- lot size
- financial time series