A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty.
Shabbir AhmedAlan J. KingGyana R. ParijaPublished in: J. Glob. Optim. (2003)
Keyphrases
- integer programming
- capacity expansion
- multistage
- stochastic programming
- production planning
- assembly systems
- capacity planning
- np hard
- production system
- lot sizing
- single stage
- linear programming
- dynamic programming
- lagrangian relaxation
- constraint programming
- ai planning
- column generation
- planning horizon
- integer program
- robust optimization
- valid inequalities
- network flow
- lower and upper bounds
- optimal policy