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On stochastic lot-sizing problems with random lead times |
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| Authors: | Kai Huang Si?mge Küçükyavuz |
| Institution: | a Sub Department of Operations, Planning, Accounting and Control, Department of Technology Management, Technology University of Eindhoven, P.O. Box 513, 5600MB, Eindhoven, The Netherlands b Department of Systems and Industrial Engineering, University of Arizona, P.O. Box 210020, Tucson, AZ 85721-0020, USA |
| Abstract: | We give multi-stage stochastic programming formulations for lot-sizing problems where costs, demands and order lead times follow a general discrete-time stochastic process with finite support. We characterize the properties of an optimal solution and give a dynamic programming algorithm, polynomial in the scenario tree size, when orders do not cross in time. |
| Keywords: | Stochastic programming Lot-sizing Semi-Wagner-Whitin property Polynomial algorithm Random lead times |
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