Computing robust basestock levels

被引:97
作者
Bienstock, Daniel [1 ]
Ozbay, Nuri [1 ]
机构
[1] Columbia Univ, New York, NY 10027 USA
关键词
robust optimization; integer programming;
D O I
10.1016/j.disopt.2006.12.002
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 [运筹学与控制论]; 12 [管理学]; 1201 [管理科学与工程]; 1202 [工商管理学]; 120202 [企业管理];
摘要
This paper considers how to optimally set the basestock level for a single buffer when demand is uncertain, in a robust framework. We present a family of algorithms based on decomposition that scale well to problems with hundreds of time periods, and theoretical results on more general models. (c) 2007 Elsevier B.V. All rights reserved.
引用
收藏
页码:389 / 414
页数:26
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