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Global Production Planning Under Exchange-Rate Uncertainty.
Burak Kazaz
Maqbool Dada
Herbert Moskowitz
Published in:
Manag. Sci. (2005)
Keyphrases
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production planning
exchange rate
integer programming
multi period
knapsack problem
foreign exchange
risk aversion
production cost
lot sizing
stock price
infinite horizon
currency exchange
planning horizon
objective function
long run
expected utility
non stationary
search space
association rules
genetic algorithm