Stochastic dynamic programming heuristic for the \((R,s,S)\) policy parameters computation
From MaRDI portal
Publication:6106598
DOI10.1016/j.cor.2023.106289arXiv2202.08803OpenAlexW4378530283MaRDI QIDQ6106598
S. Armagan Tarim, Steven Prestwich, Andrea Visentin, Roberto Rossi
Publication date: 3 July 2023
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2202.08803
Cites Work
- Solving a novel inventory location model with stochastic constraints and \((R,s,S)\) inventory control policy
- Computing non-stationary \((s, S)\) policies using mixed integer linear programming
- Nervousness in inventory management: Comparison of basic control rules
- Dynamic lot sizing with random demand and non-stationary costs
- The stochastic lot-sizing problem with quantity discounts
- An enhanced L-shaped method for optimizing periodic-review inventory control problems modeled via two-stage stochastic programming
- Optimal production and inventory control of multi-class mixed backorder and lost sales demand class models
- Computing optimal \((R, s, S)\) policy parameters by a hybrid of branch-and-bound and stochastic dynamic programming
- Optimal and simple approximate solutions to a production-inventory system with stochastic and deterministic demand
- Controlling distribution inventory systems with shipment consolidation and compound Poisson demand
- A mixed integer programming formulation for the stochastic lot sizing problem with controllable processing times
- Strategies for the Probabilistic Lot-Sizing Problem with Service-Level Constraints
- Exact fill rates for (R, s, S) inventory control with gamma distributed demand
- An Extended Mixed-Integer Programming Formulation and Dynamic Cut Generation Approach for the Stochastic Lot-Sizing Problem
- Optimal Inventory Policy
- Inventory control
- Unnamed Item
This page was built for publication: Stochastic dynamic programming heuristic for the \((R,s,S)\) policy parameters computation
