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A branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem.
Yongpei Guan
Shabbir Ahmed
George L. Nemhauser
Andrew J. Miller
Published in:
Math. Program. (2006)
Keyphrases
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lot sizing
dynamic programming
learning algorithm
mixed integer programming
computational complexity
cost function
probabilistic model
optimal solution
worst case
linear programming
multi item
assembly systems
search space
np hard
combinatorial optimization
rolling horizon