An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems

References

• Avital I. Chance-constrained missile-procurement and deployment models for naval surface warfare. (2005) . Dissertation, Naval Postgraduate School, Monterey, CAGoogle Scholar
• Balas E. Disjunctive programming. Ann. Discrete Math. (1979) 5:3–51Crossref, Google Scholar
• Barnhart C., Johnson E. L., Nemhauser G. L., Savelsbergh M. W. P., Vance P. H. Branch-and-price: Column/generation for solving huge integer programs. Oper. Res. (1998) 46(3):316–329Link, Google Scholar
• Beraldi P., Ruszczyński A. The probabilistic set covering problem. Oper. Res. (2002) 50:956–967Link, Google Scholar
• Bitran G. R., Yanasse H. H. Deterministic approximations to stochastic production problems. Oper. Res. (1984) 32(5):999–1018Link, Google Scholar
• Bixby R. E., Fenelon M., Gu Z., Rothberg E., Wunderling R., Powell M. J. D., Scholtes S. MIP: Theory and practice: Closing the gap. System Modeling and Optimization: Methods, Theory and Applications (1999) (Kluwer, Dordrecht, The Netherlands) 19–50Google Scholar
• Charnes A., Cooper W. W., Symonds G. H. Cost horizons and certainty equivalents: An approach to stochastic programming of heating oil. Management Sci. (1958) 4:235–263Link, Google Scholar
• Chen F. Y., Krass D. Inventory models with minimal service level constraints. Eur. J. Oper. Res. (2001) 134:120–140Crossref, Google Scholar
• Cooper W. W., Deng H., Huang Z., Li S. X. Chance constrained programming approaches to congestion in stochastic data envelopment analysis. Eur. J. Oper. Res. (2004) 155:487–501Crossref, Google Scholar
• Dentcheva D., Prékopa A., Ruszczyński A. Concavity and efficient points of discrete distributions in probabilistic programming. Math. Programming (2000) 89:55–77Crossref, Google Scholar
• Dhaenens-Flipo C., Finke G. An integrated model for an industrial production-distribution problem. IIE Trans. (2001) 33:705–715Crossref, Google Scholar
• Färe R., Grosskopf S. Slacks and congestion: A comment. Socio-Econom. Planning Rev. (2000) 34:27–33Crossref, Google Scholar
• Fumero F., Vercellis C. Synchronized development of production, inventory, and distribution schedules. Transportation Sci. (1999) 33:330–340Link, Google Scholar
• Graves S. C., Willems S. P. Optimizing strategic safety stock placement in supply chains. Manufacturing Service Oper. Management (2000) 2(1):68–83Link, Google Scholar
• Holmberg K., Tuy H. A production-transportation problem with stochastic demand and concave production costs. Math. Programming (1999) 85:157–179Crossref, Google Scholar
• Kleywegt A. J., Nori V. S., Savelsbergh W. P. Dynamic programming approximations for a stochastic inventory routing problem. Transportation Sci. (2004) 38(1):42–70Link, Google Scholar
• Kress M.Operational Logistics: The Art and Science of Sustaining Military Operations (2002) (Kluwer Academic Publishers, Boston, MA) Crossref, Google Scholar
• Kress M., Penn M., Polukarov M. Two-stage supply chain with recourse and probabilistic constraints. (2005) . SubmittedGoogle Scholar
• Paschalidis I. C., Liu Y., Cassandras C. G., Panayiotou C. Inventory control for supply chains with service level constraints: A synergy between large deviations and perturbation analysis. Ann. Oper. Res. (2004) 126(1–4):231–258Crossref, Google Scholar
• Prékopa A. On probabilistic constrained programming. Proc. Princeton Sympos. Math. Programming (1970) (Princeton University Press, Princeton, NJ) 113–138Google Scholar
• Prékopa A. Dual method for a one-stage stochastic programming with random rhs obeying a discrete probability distribution. Zeitschrift Oper. Res. (1990) 34:441–461Google Scholar
• Prékopa A.Stochastic Programming (1995) (Kluwer, Boston, MA) Crossref, Google Scholar
• Prékopa A., Ruszczyński A., Shapiro A. Probabilistic programming models. Stochastic Programming: Handbook in Operations Research and Management Science (2003) 10(Elsevier Science Ltd., Amsterdam, The Netherlands) 267–351Crossref, Google Scholar
• Prékopa A., Vizvari B., Badics T., Giannessi F., Komlósi S., Rapcsák T. Programming under probabilistic constraint with discrete random variable. New Trends in Mathematical Programming (1998) (Kluwer, Boston, MA) 235–255Crossref, Google Scholar
• Ruszczyński A., Shapiro A.Stochastic Programming: Handbook in Operations Research and Management Science (2003) 10(Elsevier Science Ltd., Amsterdam, The Netherlands) Crossref, Google Scholar
• Santoso T., Ahmed S., Goetschalckx M., Shapiro A. A stochastic programming approach for supply chain network design under uncertainty. Eur. J. Oper. Res. (2005) 167:96–115Crossref, Google Scholar
• Sarmiento A. M., Nagi R. A review of integrated analysis of production-distribution systems. IIE Trans. (1999) 31(11):1061–1074Crossref, Google Scholar
• Sox C. R., Muckstadt J. A. Multi-item, multi-period production planning with uncertain demand. IIE Trans. (1996) 35(11):3023–3042Google Scholar
• Swaminathan J. M., Tayur S. R., Graves S. C., de Kok T. Tactical planning models for supply chain management. OR/MS Handbook on Supply Chain Management: Design, Coordination and Operation (2003) (Elsevier Publishers, Amsterdam, The Netherlands) 423–456Crossref, Google Scholar
• van der Heijden M. Near cost-optimal inventory control policies for divergent networks under fill rate constraints. Internat. J. Production Econom. (2000) 63(2):161–179Crossref, Google Scholar
• Yildirim I., Tan B., Karaesmen F. A multiperiod stochastic production planning and sourcing problem with service level constraint. OR Spectrum (2005) 27:471–489Crossref, Google Scholar