On stochastic dynamic programming for solving large-scale planning problems under uncertainty

Computers and Operations Research

Volumn 36, Issue 8, 2009, Pages 2418-2428

  Cristobal, M Pilar ^a   Escudero, Laureano F ^b   Monge, Juan F ^c  

^a UNIVERSIDAD POLITÉCNICA DE MADRID   (Spain)

^b UNIVERSIDAD REY JUAN CARLOS   (Spain)

^c MIGUEL HERNÁNDEZ UNIVERSITY   (Spain)

Author keywords

Mixed 0 1 model; Scenario tree; Stochastic dynamic programming; Tactical production planning

Indexed keywords

DECISION TREES; GEOMORPHOLOGY; INTEGER PROGRAMMING; PLANNING; PROBABILITY DENSITY FUNCTION; PRODUCTION CONTROL; PRODUCTION ENGINEERING; PROGRAMMING THEORY; PROJECT MANAGEMENT; RANDOM PROCESSES; SENSITIVITY ANALYSIS; STOCHASTIC MODELS; SYSTEMS ENGINEERING; TREES (MATHEMATICS); UNCERTAINTY ANALYSIS;

CARDINALITY; EQUIVALENT MODELING; INFORMATION CONCERNING; MIXED 0-1 MODEL; OBJECTIVE FUNCTION (OF); OPTIMIZATION ENGINES; PRODUCT DEMANDS; REFERENCE LEVELS; ROOT NODES; SCENARIO TREE; STOCHASTIC DYNAMIC PROGRAMMING; TACTICAL PRODUCTION PLANNING; TIME HORIZONS; TOTAL COSTS;

DYNAMIC PROGRAMMING;

EID: 58549116496     PISSN: 03050548     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cor.2008.09.009     Document Type: Article

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