相关论文: A unified modeling approach for the static-dynamic…
We consider the non-stationary stochastic lot sizing problem with backorder costs and make a cost comparison among different lot-sizing strategies. We initially provide an overview of the strategies and some corresponding solution…
This paper addresses the single-item single-stocking location non-stationary stochastic lot-sizing problem under a reorder point -- order quantity control strategy. The reorder points and order quantities are chosen at the beginning of the…
Fashion discounters face the problem of ordering the right amount of pieces in each size of a product. The product is ordered in pre-packs containing a certain size-mix of a product. For this so-called lot-type design problem, a stochastic…
This paper addresses the single-item single-stocking location stochastic lot sizing problem under the $(s, S) $ policy. We first present a mixed integer non-linear programming (MINLP) formulation for determining near-optimal $(s, S)$ policy…
We develop a stochastic inventory system which accounts for the limited patience of backlogged customers. While limited patience is a feature that is closer to the nature of unmet demand, our model also unifies the classic backlogging and…
We study the tactical time slot management problem under mixed logit demand for attended home delivery in subscription settings. We propose a static mixed-integer linear programming model that integrates delivery slot assortment, price…
This paper addresses the two-stocking locations single item non-stationary stochastic lot-sizing problem. The inventory level at each location is reviewed periodically. Items can be reordered and received from a common central warehouse and…
This paper extends the single-item single-stocking location non-stationary stochastic inventory problem to relax the assumption of independent demand. We present a mathematical programming-based solution method that relaxes the assumption…
We develop a novel mathematical programming approximation framework to tackle the stochastic knapsack problem. In this problem, the decision maker considers items for which either weights or values, or both, are random. The aim is to select…
In this paper, we address the joint optimization of fleet size and mix, along with vehicle routing, under uncertain customer demand. We propose a two-stage stochastic mixed-integer programming model, where first-stage decisions concern the…
We consider a multi-stage stochastic lot-sizing problem with service level constraints and supplier-driven product substitution. A firm has multiple products and it has the option to meet demand from substitutable products at a cost.…
We provide a novel computer-assisted technique for systematically analyzing first-order methods for optimization. In contrast with previous works, the approach is particularly suited for handling sublinear convergence rates and stochastic…
Order picking and order packing entail retrieving items from storage and packaging them according to customer requests. These activities have always been the main concerns of the companies in reducing warehouse management costs. This paper…
This paper introduces an integrated lot sizing and scheduling problem inspired from a real-world application in off-the-road tire industry. This problem considers the assignment of different items on parallel machines with complex…
This paper considers the periodic-review stochastic joint replenishment problem (JRP) under Bookbinder and Tan's static-dynamic uncertainty control policy. According to a static-dynamic uncertainty control rule, the decision maker fixes…
This paper introduces a graph-based algorithm for solving single-item, single-location inventory lot-sizing problems under non-stationary stochastic demand using the $(R_t, S_t)$ policy and a penalty cost scheme. The proposed method relaxes…
This paper presents a probabilistic approach to represent and quantify model-form uncertainties in the reduced-order modeling of complex systems using operator inference techniques. Such uncertainties can arise in the selection of an…
Inventory management, vehicle routing, and delivery scheduling decisions are simultaneously considered in the context of the inventory routing problem. This paper focuses on the continuous-time version of this problem where, unlike its more…
The multidimensional Uncertain Volatility Model leads to robust option pricing problems under joint volatility and correlation uncertainty. Their numerical resolution quickly becomes challenging because the associated stochastic control…
We introduce a stochastic version of the cutting-plane method for a large class of data-driven Mixed-Integer Nonlinear Optimization (MINLO) problems. We show that under very weak assumptions the stochastic algorithm is able to converge to…