Optimizing (s, S) policies for multi-period inventory models with demand distribution uncertainty: Robust dynamic programing approaches

Keywords

Mathematical optimization, Robust optimization, Ellipsoid, Dynamic programming, Computer science

References

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• Optimal inventory decisions in a multiperiod newsvendor problem with partially observed Markovian supply capacitiesHaifeng Wang, Bocheng Chen, Houmin Yan — 2010
• Optimality of (s, S) policies for a stochastic inventory model with proportional and lump-sum shortage costsLakdére Benkherouf, Suresh Sethi — 2010
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• A MULTI-PERIOD INVENTORY MODEL FOR DETERIORATING ITEMS IN UNCERTAIN ENVIRONMENTYufu Ning, Limei Yan, Huanbin Sha — 2013
• Robust Optimization - A Comprehensive SurveyHans-Georg Beyer, Bernhard Sendhoff — 2007
• Infinite-horizon models for inventory control under yield uncertainty and disruptionsAmanda J. Schmitt, Lawrence Snyder — 2012
• The multi-period newsboy problemKeisuke Matsuyama — 2006
• A minimax distribution-free procedure for a newsvendor problem with free shippingKysang Kwon, Taesu Cheong — 2014
• Robust optimal policies of production and inventory with uncertain returns and demandCansheng Wei, Yongjian Li, Xiaoqiang Cai — 2011
• Multi-period modeling of two-way price commitment under price-dependent demandYong Liu, Fei Qin, Michael Fry — 2012

Cited by

• Computing non-stationary (s, S) policies using mixed integer linear programmingMengyuan Xiang, Roberto Rossi, Belén Martín-Barragán — 2017
• Continuous inventory control with stochastic and non-stationary Markovian demandWalid W. Nasr, Ibrahim Jamal Elshar — 2018
• Frequency Based Model Predictive Control of a Manufacturing SystemTobias Sprodowski, Juliana Keiko Sagawa, Jürgen Pannek — 2018
• Replacement and inventory control for a multi-customer product service system with decreasing replacement costsXinbao Liu, Tianji Yang, Jun Pei — 2019
• Solving a continuous periodic review inventory-location allocation problem in vendor-buyer supply chain under uncertaintySeyed Mohsen Mousavi, Pãnos M. Pardalos, Seyed Taghi Akhavan Niaki — 2019
• Dynamic Programming to Solve Picking Schedule at the Tea PlantationSiti Mahsanah Budijati, Bermawi P. Iskandar — 2018
• Robust multi-product inventory optimization under support vector clustering-based data-driven demand uncertainty setRuozhen Qiu, Yue Sun, Zhi‐Ping Fan — 2019
• An ambiguous manager's disruption decisions with insufficient data in recovery phaseXing Bao, Ali Diabat, Zhongliang Zheng — 2020
• Mathematical programming heuristics for nonstationary stochastic inventory controlMengyuan Xiang — 2019
• A centralized stochastic inventory control model for perishable products considering age-dependent purchase price and lead timeEhsan Ahmadi, Dale T. Masel, Seth Hostetler — 2020
• Optimal inventory policies for a two-dimensional stochastic inventory model: A numerical investigationRym M’Hallah, Lakdére Benkherouf, Ahmad M. Al-Kandari — 2020
• A Game Theoretic Approach to Multi-Period Newsvendor Problems with Censored Markovian DemandFarzaneh Mansourifard, Parisa Mansourifard, Bhaskar Krishnamachari — 2019
• Multi-Echelon Inventory optimizations for Divergent Networks by Combining Deep Reinforcement Learning and Heuristics ImprovementJianpin Zhou, Xiaofan Zhou — 2019
• A solution algorithm for multi-period bi-level channel optimization with dynamic price-dependent stochastic demandReza Gholami, Leif Kristoffer Sandal, Jan Ubøe — 2020
• Study of optimal order policy for a multi-period multi-raw material inventory management problem under carbon emission constraintXiaoling Gao, Shiyi Chen, Hongtao Tang — 2020
• A multi-product job shop scenario utilising Model Predictive ControlTobias Sprodowski, Juliana Keiko Sagawa, Arthur Sarro Maluf — 2020
• A Computational Model for Determining Levels of Factors in Inventory Management Using Response Surface MethodologyChia‐Nan Wang, Thanh‐Tuan Dang, Ngoc-Ai-Thy Nguyen — 2020
• Adaptive Inventory Control Based on Fuzzy Neural Network under Uncertain EnvironmentJianqiao Ge, Songtao Zhang — 2020
• Sustainable construction supply chain management with the spotlight of inventory optimization under uncertaintyZahra Mohammadnazari, Seyed Farid Ghannadpour — 2020
• Affinely adjustable robust optimization for a multi-period inventory problem with capital constraints and demand uncertaintiesRuozhen Qiu, Yimeng Sun, Minghe Sun — 2022

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