Solving nonstationary infinite horizon stochastic production planning problems

被引：6
|
作者：
Garcia, A [1 ]
Smith, RL [1 ]
机构：
[1] Univ Michigan, Dept Ind & Operat Engn, Ann Arbor, MI 48109 USA
来源：
OPERATIONS RESEARCH LETTERS | 2000年 / 27卷 / 03期
关键词：
production planning; infinite horizon optimal control; decision and forecast horizons;
D O I：
10.1016/S0167-6377(00)00049-3
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
Forecast horizons are defined as long enough planning horizons that ensure agreement of first period optimal production decisions of finite and infinite horizon problems regardless of changes in future demand. In this paper, we prove forecast horizon existence and provide computational procedures for production planning problems that satisfy the following monotonicity property: for any fixed finite planning horizon, there exist first period optimal solutions that are monotone with respect to monotone changes in stochastic demand. (C) 2000 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：135 / 141
页数：7
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