public class StochasticLotSizing
extends Object
We formulate the stochastic lot sizing problem as defined in
Herbert E. Scarf. Optimality of (s, S) policies in the dynamic inventory problem. In K. J. Arrow, S. Karlin,
and P. Suppes, editors, Mathematical Methods in the Social Sciences, pages 196–202. Stanford University
Press, Stanford, CA, 1960.
as a stochastic dynamic programming problem. We use backward recursion and sampling to find optimal policies.
Run with VM arguments -d64 -Xms512m -Xmx4g
- Author:
- Roberto Rossi