Stochastic lot sizing problems under monopoly

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buir.advisorYaman, Hande
dc.contributor.authorYanıkoğlu, İhsan
dc.date.accessioned2016-01-08T18:09:32Z
dc.date.available2016-01-08T18:09:32Z
dc.date.issued2009
dc.departmentDepartment of Industrial Engineeringen_US
dc.descriptionAnkara : The Department of Industrial Engineering and the Institute of Engineering and Sciences of Bilkent University, 2009.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 2009.en_US
dc.descriptionIncludes bibliographical references leaves 48-49.en_US
dc.description.abstractIn this thesis, we study stochastic lot sizing problems under monopoly. We consider production planning of a single item using uncapacitated resources over a multi-period time horizon. The demand uncertainty is modeled via a scenario tree structure. Each node of the tree corresponds to a scenario of demand realization with 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 uncertain demands and a monopolistic supplier. We propose an exact dynamic programming algorithm to solve the SLS problem in polynomial time. The second problem we consider, the stochastic lot sizing problem with extra ordering (SLSE), is based on two-stage stochastic programming. In addition to the period based production decision variables of the SLS model, there exist scenario based extra ordering decision variables in the problem setting of SLSE. We develop two families of valid inequalities for the feasible region of the introduced SLSE model. The required separation algorithms of both valid inequalities are presented along with their implementations with branch-and-cut algorithm in solving SLSE. An extensive computational analysis with branch-and-cut algorithms shows the effectiveness of these inequalities.en_US
dc.description.degreeM.S.en_US
dc.description.provenanceMade available in DSpace on 2016-01-08T18:09:32Z (GMT). No. of bitstreams: 1 0003793.pdf: 349057 bytes, checksum: 38e40d7b69140d7320f510190c926268 (MD5)en
dc.description.statementofresponsibilityYanıkoğlu, İhsanen_US
dc.format.extentix, 49 leavesen_US
dc.identifier.urihttp://hdl.handle.net/11693/14851
dc.language.isoEnglishen_US
dc.publisherBilkent Universityen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectstochastic lot sizing problemen_US
dc.subjectbranch-and-cut algorithmen_US
dc.subjectdynamic programmingen_US
dc.subjectscenario treeen_US
dc.subjecttwo-stage stochastic programmingen_US
dc.subject.lccT57.79 .Y36 2009en_US
dc.subject.lcshStochastic programming.en_US
dc.titleStochastic lot sizing problems under monopolyen_US
dc.typeThesisen_US

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Dept. of Industrial Engineering - Master's degree