A stochastic dual dynamic integer programming based approach for remanufacturing planning under uncertainty
We seek to optimize the production planning of a three-echelon remanufacturing system under uncertain input data. We consider a multi-stage stochastic integer programming approach and use scenario trees to represent the uncertain information structure. We introduce a new dynamic programming formulat...
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| Veröffentlicht in: | International journal of production research Jg. 61; H. 17; S. 5992 - 6012 |
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| Format: | Journal Article |
| Sprache: | Englisch |
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London
Taylor & Francis
02.09.2023
Taylor & Francis LLC |
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| ISSN: | 0020-7543, 1366-588X |
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| Abstract | We seek to optimize the production planning of a three-echelon remanufacturing system under uncertain input data. We consider a multi-stage stochastic integer programming approach and use scenario trees to represent the uncertain information structure. We introduce a new dynamic programming formulation that relies on a partial nested decomposition of the scenario tree. We then propose a new approximate stochastic dual dynamic integer programming algorithm based on this partial decomposition. Our numerical results show that the proposed solution approach is able to provide near-optimal solutions for large-size instances with a reasonable computational effort. |
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| AbstractList | We seek to optimize the production planning of a three-echelon remanufacturing system under uncertain input data. We consider a multi-stage stochastic integer programming approach and use scenario trees to represent the uncertain information structure. We introduce a new dynamic programming formulation that relies on a partial nested decomposition of the scenario tree. We then propose a new approximate stochastic dual dynamic integer programming algorithm based on this partial decomposition. Our numerical results show that the proposed solution approach is able to provide near-optimal solutions for large-size instances with a reasonable computational effort. |
| Author | Gicquel, Céline Kedad-Sidhoum, Safia Quezada, Franco |
| Author_xml | – sequence: 1 givenname: Franco surname: Quezada fullname: Quezada, Franco email: franco.quezada@usach.cl organization: Faculty of Engineering, Program for the Development of Sustainable Production Systems (PDSPS), University of Santiago of Chile (USACH) – sequence: 2 givenname: Céline surname: Gicquel fullname: Gicquel, Céline organization: LISN, Université Paris Saclay – sequence: 3 givenname: Safia surname: Kedad-Sidhoum fullname: Kedad-Sidhoum, Safia organization: CEDRIC, CNAM |
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| Keywords | Lot-sizing Stochastic dual dynamic programming Production planning Remanufacturing Multi-stage stochastic integer programming |
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| SubjectTerms | Algorithms Computer Science Decomposition Dynamic programming Integer programming lot-sizing multi-stage stochastic integer programming Operations Research Optimization Production planning Remanufacturing stochastic dual dynamic programming |
| Title | A stochastic dual dynamic integer programming based approach for remanufacturing planning under uncertainty |
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