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Convex hull results for the warehouse problem

Author

Listed:
  • WOLSEY Laurence

    (Université catholique de Louvain, CORE, Belgium)

  • YAMAN Hande

    (Bilkent University)

Abstract

Given an initial stock and a capacitated warehouse, the warehouse problem aims to decide when to sell and purchase to maximize profit. This problem is common in revenue manage-ment and energy storage. We extend this problem by incorporating fixed costs and

Suggested Citation

  • WOLSEY Laurence & YAMAN Hande, 2017. "Convex hull results for the warehouse problem," LIDAM Discussion Papers CORE 2017021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Handle: RePEc:cor:louvco:2017021
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    File URL: https://sites.uclouvain.be/core/publications/coredp/coredp2017.html
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