2004-02-21Buch
A branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem
Guan, Yongpei; Ahmed, Shabbir; Nemhauser, George L.
This paper addresses a multi-stage stochastic integer programming formulation of the uncapacitated lot-sizing problem under uncertainty. We show that the classical $(\mathcal{l}, S)$ inequalities for the deterministic ...