메뉴 건너뛰기




Volumn 50, Issue , 2015, Pages 126-140

Piecewise linear approximations for the static-dynamic uncertainty strategy in stochastic lot-sizing

Author keywords

Fill rate; First order loss function; Non stockout probability; Penalty cost; Piecewise linearisation; Static dynamic uncertainty; Stochastic lot sizing

Indexed keywords


EID: 84908192145     PISSN: 03050483     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.omega.2014.08.003     Document Type: Article
Times cited : (57)

References (47)
  • 1
    • 0001962762 scopus 로고
    • Dynamic version of the economic lot size model
    • Wagner H.M., Whitin T.M. Dynamic version of the economic lot size model. Management Science 1958, 5:89-96.
    • (1958) Management Science , vol.5 , pp. 89-96
    • Wagner, H.M.1    Whitin, T.M.2
  • 2
    • 0001049772 scopus 로고
    • Strategies for the probabilistic lot-sizing problem with service-level constraints
    • Bookbinder J.H., Tan J.Y. Strategies for the probabilistic lot-sizing problem with service-level constraints. Management Science 1988, 34:1096-1108.
    • (1988) Management Science , vol.34 , pp. 1096-1108
    • Bookbinder, J.H.1    Tan, J.Y.2
  • 3
    • 0002467137 scopus 로고
    • Optimality of (s, S) policies in the dynamic inventory problem
    • Stanford University Press, Stanford, CA, K.J. Arrow, S. Karlin, P. Suppes (Eds.)
    • Scarf H.E. Optimality of (s, S) policies in the dynamic inventory problem. Mathematical methods in the social sciences 1960, 196-202. Stanford University Press, Stanford, CA. K.J. Arrow, S. Karlin, P. Suppes (Eds.).
    • (1960) Mathematical methods in the social sciences , pp. 196-202
    • Scarf, H.E.1
  • 6
    • 77951141126 scopus 로고    scopus 로고
    • An analytical model for computing the optimal time-and-quantity-based policy for consolidated shipments
    • Mutlu F., Çetinkaya S., Bookbinder J.H. An analytical model for computing the optimal time-and-quantity-based policy for consolidated shipments. IIE Transactions 2010, 42:367-377.
    • (2010) IIE Transactions , vol.42 , pp. 367-377
    • Mutlu, F.1    Çetinkaya, S.2    Bookbinder, J.H.3
  • 7
    • 84873874566 scopus 로고    scopus 로고
    • Integrated scheduling and inventory management of an oil products distribution system
    • Relvas S., Boschetto Magatão S.N., Barbosa-Póvoa A.P., Neves F. Integrated scheduling and inventory management of an oil products distribution system. Omega 2013, 41:955-968.
    • (2013) Omega , vol.41 , pp. 955-968
    • Relvas, S.1    Boschetto Magatão, S.N.2    Barbosa-Póvoa, A.P.3    Neves, F.4
  • 8
    • 84873166791 scopus 로고    scopus 로고
    • Multi-echelon supply chain network design in agile manufacturing
    • Pan F., Nagi R. Multi-echelon supply chain network design in agile manufacturing. Omega 2013, 41:969-983.
    • (2013) Omega , vol.41 , pp. 969-983
    • Pan, F.1    Nagi, R.2
  • 9
    • 79958229678 scopus 로고    scopus 로고
    • An investigation of setup instability in non-stationary stochastic inventory systems
    • Kilic O.A., Tarim S.A. An investigation of setup instability in non-stationary stochastic inventory systems. International Journal of Production Economics 2011, 133:286-292.
    • (2011) International Journal of Production Economics , vol.133 , pp. 286-292
    • Kilic, O.A.1    Tarim, S.A.2
  • 11
    • 80052715642 scopus 로고    scopus 로고
    • Static-dynamic uncertainty strategy for a single-item stochastic inventory control problem
    • Özen U., Doğru M.K., Armagan Tarim S. Static-dynamic uncertainty strategy for a single-item stochastic inventory control problem. Omega 2012, 40:348-357.
    • (2012) Omega , vol.40 , pp. 348-357
    • Özen, U.1    Doğru, M.K.2    Armagan Tarim, S.3
  • 12
    • 84893325296 scopus 로고    scopus 로고
    • Piecewise linear lower and upper bounds for the standard normal first order loss function
    • Rossi R., Tarim S.A., Prestwich S., Hnich B. Piecewise linear lower and upper bounds for the standard normal first order loss function. Applied Mathematics and Computation 2014, 231:489-502.
    • (2014) Applied Mathematics and Computation , vol.231 , pp. 489-502
    • Rossi, R.1    Tarim, S.A.2    Prestwich, S.3    Hnich, B.4
  • 16
    • 77954429476 scopus 로고    scopus 로고
    • β-a heuristic for dynamic capacitated lot sizing with random demand under a fill rate constraint
    • β-a heuristic for dynamic capacitated lot sizing with random demand under a fill rate constraint. International Journal of Production Research 2009, 48:5181-5193.
    • (2009) International Journal of Production Research , vol.48 , pp. 5181-5193
    • Tempelmeier, H.1    Herpers, S.2
  • 17
    • 79954592850 scopus 로고    scopus 로고
    • Dynamic uncapacitated lot sizing with random demand under a fillrate constraint
    • Tempelmeier H., Herpers S. Dynamic uncapacitated lot sizing with random demand under a fillrate constraint. European Journal of Operational Research 2011, 212:497-507.
    • (2011) European Journal of Operational Research , vol.212 , pp. 497-507
    • Tempelmeier, H.1    Herpers, S.2
  • 18
    • 79953127832 scopus 로고    scopus 로고
    • A column generation heuristic for dynamic capacitated lot sizing with random demand under a fill rate constraint
    • Tempelmeier H. A column generation heuristic for dynamic capacitated lot sizing with random demand under a fill rate constraint. Omega 2011, 39:627-633.
    • (2011) Omega , vol.39 , pp. 627-633
    • Tempelmeier, H.1
  • 19
    • 84871974180 scopus 로고    scopus 로고
    • Dynamic capacitated lot sizing with random demand and dynamic safety stocks
    • Helber S., Sahling F., Schimmelpfeng K. Dynamic capacitated lot sizing with random demand and dynamic safety stocks. OR Spectrum 2013, 35:75-105.
    • (2013) OR Spectrum , vol.35 , pp. 75-105
    • Helber, S.1    Sahling, F.2    Schimmelpfeng, K.3
  • 20
    • 0032594142 scopus 로고    scopus 로고
    • A simple heuristic for computing non-stationary (s, S) policies
    • Bollapragada S., Morton T.E. A simple heuristic for computing non-stationary (s, S) policies. Operations Research 1999, 47:576-584.
    • (1999) Operations Research , vol.47 , pp. 576-584
    • Bollapragada, S.1    Morton, T.E.2
  • 21
    • 84855471926 scopus 로고    scopus 로고
    • Computing globally optimal (s, S, T) inventory policies
    • Lagodimos A.G., Christou I.T., Skouri K. Computing globally optimal (s, S, T) inventory policies. Omega 2012, 40:660-671.
    • (2012) Omega , vol.40 , pp. 660-671
    • Lagodimos, A.G.1    Christou, I.T.2    Skouri, K.3
  • 22
    • 0018057838 scopus 로고
    • Inventory control under a probabilistic time-varying, demand pattern
    • Silver E.A. Inventory control under a probabilistic time-varying, demand pattern. AIIE Transactions 1978, 10:371-379.
    • (1978) AIIE Transactions , vol.10 , pp. 371-379
    • Silver, E.A.1
  • 23
    • 0019581159 scopus 로고
    • A procedure for production lot sizing with probabilistic dynamic demand
    • Askin R.G. A procedure for production lot sizing with probabilistic dynamic demand. AIIE Transactions 1981, 13:132-137.
    • (1981) AIIE Transactions , vol.13 , pp. 132-137
    • Askin, R.G.1
  • 24
    • 0002657699 scopus 로고
    • A heuristic for selecting lot size quantities for the case of a deterministic time-varying demand rate and discrete opportunities for replenishment
    • Silver E.A., Meal H.C. A heuristic for selecting lot size quantities for the case of a deterministic time-varying demand rate and discrete opportunities for replenishment. Production and Inventory Management 1973, 14:64-74.
    • (1973) Production and Inventory Management , vol.14 , pp. 64-74
    • Silver, E.A.1    Meal, H.C.2
  • 25
    • 0742266961 scopus 로고    scopus 로고
    • The stochastic dynamic production/inventory lot-sizing problem with service-level constraints
    • Tarim S.A., Kingsman B.G. The stochastic dynamic production/inventory lot-sizing problem with service-level constraints. International Journal of Production Economics 2004, 88:105-119.
    • (2004) International Journal of Production Economics , vol.88 , pp. 105-119
    • Tarim, S.A.1    Kingsman, B.G.2
  • 26
    • 80052267733 scopus 로고    scopus 로고
    • An efficient computational method for a stochastic dynamic lot-sizing problem under service-level constraints
    • Tarim S.A., Dogÿru M.K., Özen U., Rossi R. An efficient computational method for a stochastic dynamic lot-sizing problem under service-level constraints. European Journal of Operational Research 2011, 215:563-571.
    • (2011) European Journal of Operational Research , vol.215 , pp. 563-571
    • Tarim, S.A.1    Dogÿru, M.K.2    Özen, U.3    Rossi, R.4
  • 28
    • 84894593040 scopus 로고    scopus 로고
    • A reformulation for the stochastic lot sizing problem with service-level constraints
    • Tunc H., Kilic O.A., Tarim S.A., Eksioglu B. A reformulation for the stochastic lot sizing problem with service-level constraints. Operations Research Letters 2014, 42:161-165.
    • (2014) Operations Research Letters , vol.42 , pp. 161-165
    • Tunc, H.1    Kilic, O.A.2    Tarim, S.A.3    Eksioglu, B.4
  • 29
    • 62949169326 scopus 로고    scopus 로고
    • Cost-based filtering techniques for stochastic inventory control under service level constraints
    • Tarim S.A., Hnich B., Rossi R., Prestwich S.D. Cost-based filtering techniques for stochastic inventory control under service level constraints. Constraints 2009, 14:137-176.
    • (2009) Constraints , vol.14 , pp. 137-176
    • Tarim, S.A.1    Hnich, B.2    Rossi, R.3    Prestwich, S.D.4
  • 30
    • 40849133916 scopus 로고    scopus 로고
    • Constraint programming for computing non-stationary (R,S) inventory policies
    • Tarim S.A., Smith B. Constraint programming for computing non-stationary (R,S) inventory policies. European Journal of Operational Research 2008, 189:1004-1021.
    • (2008) European Journal of Operational Research , vol.189 , pp. 1004-1021
    • Tarim, S.A.1    Smith, B.2
  • 31
    • 52949121426 scopus 로고    scopus 로고
    • A global chance-constraint for stochastic inventory systems under service level constraints
    • Rossi R., Tarim S.A., Hnich B., Prestwich S. A global chance-constraint for stochastic inventory systems under service level constraints. Constraints 2008, 13:490-517.
    • (2008) Constraints , vol.13 , pp. 490-517
    • Rossi, R.1    Tarim, S.A.2    Hnich, B.3    Prestwich, S.4
  • 32
    • 77955472084 scopus 로고    scopus 로고
    • Computing the non-stationary replenishment cycle inventory policy under stochastic supplier lead-times
    • Rossi R., Tarim S.A., Hnich B., Prestwich S. Computing the non-stationary replenishment cycle inventory policy under stochastic supplier lead-times. International Journal of Production Economics 2010, 127:180-189.
    • (2010) International Journal of Production Economics , vol.127 , pp. 180-189
    • Rossi, R.1    Tarim, S.A.2    Hnich, B.3    Prestwich, S.4
  • 33
    • 84862001464 scopus 로고    scopus 로고
    • Constraint-based local search for computing non-stationary replenishment cycle policy under stochastic lead-times
    • Rossi R., Tarim S.A., Bollapragada R. Constraint-based local search for computing non-stationary replenishment cycle policy under stochastic lead-times. INFORMS Journal on Computing 2012, 24(1):66-80. 10.1287/ijoc.1100.0434.
    • (2012) INFORMS Journal on Computing , vol.24 , Issue.1 , pp. 66-80
    • Rossi, R.1    Tarim, S.A.2    Bollapragada, R.3
  • 34
    • 33845251345 scopus 로고    scopus 로고
    • Modelling and computing (Rn,Sn) policies for inventory systems with non-stationary stochastic demand
    • Tarim S.A., Kingsman B.G. Modelling and computing (Rn,Sn) policies for inventory systems with non-stationary stochastic demand. European Journal of Operational Research 2006, 174:581-599.
    • (2006) European Journal of Operational Research , vol.174 , pp. 581-599
    • Tarim, S.A.1    Kingsman, B.G.2
  • 35
    • 84858699095 scopus 로고    scopus 로고
    • Constraint programming for stochastic inventory systems under shortage cost
    • Rossi R., Tarim S.A., Hnich B., Prestwich S. Constraint programming for stochastic inventory systems under shortage cost. Annals of Operations Research 2012, 195:49-71.
    • (2012) Annals of Operations Research , vol.195 , pp. 49-71
    • Rossi, R.1    Tarim, S.A.2    Hnich, B.3    Prestwich, S.4
  • 36
    • 33847293780 scopus 로고    scopus 로고
    • On the stochastic uncapacitated dynamic single-item lotsizing problem with service level constraints
    • Tempelmeier H. On the stochastic uncapacitated dynamic single-item lotsizing problem with service level constraints. European Journal of Operational Research 2007, 181:184-194.
    • (2007) European Journal of Operational Research , vol.181 , pp. 184-194
    • Tempelmeier, H.1
  • 38
    • 77957159986 scopus 로고    scopus 로고
    • The exact fill rate in a periodic review base stock system under normally distributed demand
    • Silver E.A., Bischak D.P. The exact fill rate in a periodic review base stock system under normally distributed demand. Omega 2011, 39:346-349.
    • (2011) Omega , vol.39 , pp. 346-349
    • Silver, E.A.1    Bischak, D.P.2
  • 39
    • 33845276299 scopus 로고    scopus 로고
    • A simple procedure for determining order quantities under a fill rate constraint and normally distributed lead-time demand
    • Axsäter S. A simple procedure for determining order quantities under a fill rate constraint and normally distributed lead-time demand. European Journal of Operational Research 2006, 174:480-491.
    • (2006) European Journal of Operational Research , vol.174 , pp. 480-491
    • Axsäter, S.1
  • 40
    • 0016573545 scopus 로고
    • Optimal approximation of convex curves by functions which are piecewise linear
    • Gavrilović M.M. Optimal approximation of convex curves by functions which are piecewise linear. Journal of Mathematical Analysis and Applications 1975, 52:260-282.
    • (1975) Journal of Mathematical Analysis and Applications , vol.52 , pp. 260-282
    • Gavrilović, M.M.1
  • 41
    • 85170013592 scopus 로고    scopus 로고
    • Ao SI, Douglas C, Grundfest WS, Schruben L, Burgstone J, editors, Proceedings of the world congress on engineering and computer science 2008 WCECS 2008, October 22-24, 2008, San Francisco, USA: IAENG.
    • Imamoto A, Tang B. Optimal piecewise linear approximation of convex functions. In: Ao SI, Douglas C, Grundfest WS, Schruben L, Burgstone J, editors, Proceedings of the world congress on engineering and computer science 2008 WCECS 2008, October 22-24, 2008, San Francisco, USA: IAENG; 2008. p. 1191-4.
    • (2008) Optimal piecewise linear approximation of convex functions. , pp. 1191-1194
    • Imamoto, A.1    Tang, B.2
  • 46
    • 0029780182 scopus 로고    scopus 로고
    • Forecasting and inventory management of short life-cycle products
    • Kurawarwala A.A., Matsuo H. Forecasting and inventory management of short life-cycle products. Operations Research 1996, 44:131-150.
    • (1996) Operations Research , vol.44 , pp. 131-150
    • Kurawarwala, A.A.1    Matsuo, H.2
  • 47
    • 84871948578 scopus 로고    scopus 로고
    • When is it feasible to model low discrete demand by a normal distribution?
    • Axsäter S. When is it feasible to model low discrete demand by a normal distribution?. OR Spectrum 2013, 35:153-162.
    • (2013) OR Spectrum , vol.35 , pp. 153-162
    • Axsäter, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.