Comparison of different approaches to multistage lot sizing with uncertain demand

Comparison of different approaches to multistage lot sizing with uncertain demand
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需求不确定的多阶段批量大小不同方法的比较

DOI:
10.1111/itor.13305
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发表时间:
2023
期刊:
Int. Trans. Oper. Res.
影响因子:
--
通讯作者:
Nickel
Nickel
中科院分区:
--
文献类型:
--
作者:
Bindewald;Nickel

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本文研究了一类需求不确定的经典批量问题的新变体,该问题的规划范围和需求都不确定。这种情况在实践中出现,当客户的需求在运输过程中较晚才得到确认。在规划方面,这种设置需要一个滚动地平线过程,在该过程中,整个多阶段问题被分解为一系列不确定的耦合快照问题。根据可用数据和风险处置的不同,可以采用在线优化、随机规划和鲁棒优化等不同的方法来建模和解决快照问题。我们使用不确定情况下多阶段决策的方法不可知框架来评估所选方法对整体解决方案质量的影响。我们提供关于不同类型的不确定性、解决方法和关于即将到来的需求的可用信息价值的滚动地平线上的批量大小的计算结果。
We study a new variant of the classical lot sizing problem with uncertain demand where neither the planning horizon nor demands are known exactly. This situation arises in practice when customer demands arriving over time are confirmed rather lately during the transportation process. In terms of planning, this setting necessitates a rolling horizon procedure where the overall multistage problem is dissolved into a series of coupled snapshot problems under uncertainty. Depending on the available data and risk disposition, different approaches from online optimization, stochastic programming, and robust optimization are viable to model and solve the snapshot problems. We evaluate the impact of the selected methodology on the overall solution quality using a methodology‐agnostic framework for multistage decision‐making under uncertainty. We provide computational results on lot sizing within a rolling horizon regarding different types of uncertainty, solution approaches, and the value of available information about upcoming demands.
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