Article ID: | iaor2009803 |
Country: | Netherlands |
Volume: | 5 |
Issue: | 2 |
Start Page Number: | 389 |
End Page Number: | 414 |
Publication Date: | May 2008 |
Journal: | Discrete Optimization |
Authors: | Bienstock Daniel, zbay Nuri |
Keywords: | programming: integer |
This paper considers how to optimally set the basestock level for a single buffer when demand is uncertain, in a robust framework. We present a family of algorithms based on decomposition that scale well to problems with hundreds of time periods, and theoretical results on more general models.