Risk shaping in production planning problem with pricing under random yield.

Saman Eskandarzadeh Kourosh Eshghi Mohsen Bahramgiri

Published in: Eur. J. Oper. Res. (2016)

Keyphrases

production planning
knapsack problem
integer programming
multi period
lot sizing
planning horizon
production cost
black scholes
infinite horizon
risk management
decision making
real time
setup cost
planning process
upper bound
lower bound
option pricing
optimal control problems
machine learning