Tekel altında rassal öbek boyutlandırma problemleri

In this thesis, we study stochastic lot sizing problems under monopoly. We considerproduction planning of a single item using uncapacitated resources over amulti-period time horizon. The demand uncertainty is modeled via a scenario treestructure. Each node of the tree corresponds to a scenario of demand realizationwith an associated probability.We first consider the stochastic lot sizing problem under monopoly (SLS),which addresses the period based production plan of a manufacturer with uncertaindemands and a monopolistic supplier. We propose an exact dynamicprogramming algorithm to solve the SLS problem in polynomial time. The secondproblem we consider, the stochastic lot sizing problem with extra ordering(SLSE), is based on two-stage stochastic programming. In addition to the periodbased production decision variables of the SLS model, there exist scenario basedextra ordering decision variables in the problem setting of SLSE. We develop twofamilies of valid inequalities for the feasible region of the introduced SLSE model.The required separation algorithms of both valid inequalities are presented alongwith their implementations with branch-and-cut algorithm in solving SLSE. Anextensive computational analysis with branch-and-cut algorithms shows the effectivenessof these inequalities.