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Sequential-analysis-based randomized-regret-methods for lotsizing and scheduling

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  • Drexl, Andreas
  • Haase, Knut

Abstract

Lotsizing and scheduling comprises activities which have to be done repeatedly within MRP-systems. We consider the proportional (multi-item, capacitated, dynamic) lotsizing and scheduling problem which is more general than the discrete lotsizing and scheduling problem as well as the continuous setup lotsizing problem. A simple stochastic backward algorithm with biased sampling via randomized regrets is presented. We partition the parameter space of the stochastic algorithm and choose subspaces via sequential analysis based on hypothesis testing. The new ideas provided in this paper, i.e. the randomized-regrets-based backward algorithm as well as the controlled search via sequential analysis, have three important properties: They are simple, effective, and rather general. Computational results are presented as well.

Suggested Citation

  • Drexl, Andreas & Haase, Knut, 1993. "Sequential-analysis-based randomized-regret-methods for lotsizing and scheduling," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 323, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
    • Handle: RePEc:zbw:cauman:323
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    1. Drexl, Andreas & Haase, Knut, 1995. "Proportional lotsizing and scheduling," International Journal of Production Economics, Elsevier, vol. 40(1), pages 73-87, June.
    2. Haase, Knut & Kimms, Alf, 1996. "Lot sizing and scheduling with sequence dependent setup costs and times and efficient rescheduling opportunities," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 393, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.

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