Abstract
This paper addresses a particular stochastic lot-sizing and scheduling problem. The evolution of the uncertain parameters is modelled by means of a scenario tree and the resulting model is a multistage stochastic mixed-integer program. We develop a heuristic approach that exploits the specific structure of the problem. The computational experiments carried out on a large set of instances have shown that the approach provides good quality solutions in a reasonable amount of time.
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Beraldi, P., Ghiani, G., Grieco, A. et al. Fix and Relax Heuristic for a Stochastic Lot-Sizing Problem. Comput Optim Applic 33, 303–318 (2006). https://doi.org/10.1007/s10589-005-3055-2
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DOI: https://doi.org/10.1007/s10589-005-3055-2