TY - GEN
T1 - A stochastic dual dynamic integer programming for the uncapacitated lot-sizing problem with uncertain demand and costs
AU - Quezada, Franco
AU - Gicquel, Céline
AU - Kedad-Sidhoum, Safia
N1 - Publisher Copyright:
© 2019, Association for the Advancement of Artificial Intelligence (www.aaai.org). All rights reserved.
PY - 2019/1/1
Y1 - 2019/1/1
N2 - We study the uncapacitated lot-sizing problem with uncertain demand and costs. We consider a multi-stage decision process and rely on a scenario tree to represent the uncertainty. We propose to solve this stochastic combinatorial optimization problem thanks to a new extension of the stochastic dual dynamic integer programming algorithm. Our results show that this approach can provide good quality solutions in a reasonable time for large-size instances.
AB - We study the uncapacitated lot-sizing problem with uncertain demand and costs. We consider a multi-stage decision process and rely on a scenario tree to represent the uncertainty. We propose to solve this stochastic combinatorial optimization problem thanks to a new extension of the stochastic dual dynamic integer programming algorithm. Our results show that this approach can provide good quality solutions in a reasonable time for large-size instances.
U2 - 10.1609/icaps.v29i1.3498
DO - 10.1609/icaps.v29i1.3498
M3 - Conference contribution
AN - SCOPUS:85085624935
T3 - Proceedings International Conference on Automated Planning and Scheduling, ICAPS
SP - 353
EP - 361
BT - Proceedings of the 29th International Conference on Automated Planning and Scheduling, ICAPS 2019
A2 - Benton, J.
A2 - Lipovetzky, Nir
A2 - Onaindia, Eva
A2 - Smith, David E.
A2 - Srivastava, Siddharth
PB - Association for the Advancement of Artificial Intelligence
T2 - 29th International Conference on Automated Planning and Scheduling, ICAPS 2019
Y2 - 11 July 2019 through 15 July 2019
ER -