Multi-stage Stochastic Programming Models in Production Planning
In this thesis, we study a series of closely related multi-stage stochastic programming models in production planning, from both a modeling and an algorithmic point of view. We first consider a very simple multi-stage stochastic lot-sizing problem, involving a single item with no fixed charge and ca...
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| Format: | Others |
| Language: | en_US |
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Georgia Institute of Technology
2005
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| Online Access: | http://hdl.handle.net/1853/7164 |