FAST SOLUTION AND DETECTION OF MINIMAL FORECAST HORIZONS IN DYNAMIC PROGRAMS WITH A SINGLE INDICATOR OF THE FUTURE - APPLICATIONS TO DYNAMIC LOT-SIZING MODELS

被引:13
作者
FEDERGRUEN, A [1 ]
TZUR, M [1 ]
机构
[1] TEL AVIV UNIV,DEPT IND ENGN,IL-69978 TEL AVIV,ISRAEL
关键词
MINIMAL FORECAST HORIZONS; FAST SOLUTION AND DETECTION; APPLICATIONS TO LOTSIZING;
D O I
10.1287/mnsc.41.5.874
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
In most dynamic planning problems, one observes that an optimal decision at any given stage depends on limited information, i.e. information pertaining to a limited set of adjacent or nearby stages. This holds in particular for planning problems over time, where an optimal decision in a given period depends on information related to a limited future time horizon, a so-called forecast horizon, only. In this paper we identify a general class of dynamic programs in which an efficient forward algorithm can be designed to solve the problem and to identify minimal forecast horizons. Such a procedure specifies necessary and sufficient conditions for a stage to arise as a forecast horizon. This class of dynamic programs includes the single-item dynamic lot-sizing model with general concave costs, both with and without backlogging, to which special attention is given.
引用
收藏
页码:874 / 893
页数:20
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