Article1966

Decision and Horizon Rules for Stochastic Planning Problems: A Linear Example

A. Charnes · Jacques Dréze · Merton H. Miller

60 citations0/0 files storedEconometrica

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Supply Chain and Inventory Management Advanced Manufacturing and Logistics Optimization Optimization and Mathematical Programming

Abstract

Analytic decision rules and horizon rules are developed for the warehousing problem. A stochastic warehousing problem is defined and solved, first by backwards induction, then by means of a forward working algorithm. The influence of holding costs and discount rates on forecasting horizons is illustrated.

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