Two‐stage minimax regret robust uncapacitated lot‐sizing problems with demand uncertainty

Two‐stage minimax regret robust uncapacitated lot‐sizing problems with demand uncertainty

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Article ID: iaor20119265
Volume: 39
Issue: 5
Start Page Number: 342
End Page Number: 345
Publication Date: Sep 2011
Journal: Operations Research Letters
Authors:
Keywords: programming: integer, programming: dynamic
Abstract:

We consider two‐stage minimax robust uncapacitated lot‐sizing problem. A mixed integer programming formulation of the robust counterpart is proposed. We show that it is polynomial solvable under the interval uncertain demand set. A dynamic programming algorithm is developed.

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