Document Zbl 1197.90312

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J. Prod. Res.</a> <a href="/?q=in%3A263463" title="Articles in this Issue">48, No. 16, 4701-4723 (2010)</a>. </div> <div class="abstract">Summary: Motivated by the challenges encountered in sawmill production planning, we study a multi-product, multi-period production planning problem with uncertainty in the quality of raw materials and consequently in processes yields, as well as uncertainty in products demands. As the demand and yield own different uncertain natures, they are modelled separately and then integrated. Demand uncertainty is considered as a dynamic stochastic data process during the planning horizon, which is modelled as a scenario tree. Each stage in the demand scenario tree corresponds to a cluster of time periods, for which the demand has a stationary behaviour. The uncertain yield is modelled as scenarios with stationary probability distributions during the planning horizon. Yield scenarios are then integrated in each node of the demand scenario tree, constituting a hybrid scenario tree. Based on the hybrid scenario tree for the uncertain yield and demand, a multi-stage stochastic programming (MSP) model is proposed which is full recourse for demand scenarios and simple recourse for yield scenarios. We conduct a case study with respect to a realistic scale sawmill. Numerical results indicate that the solution to the multi-stage stochastic model is far superior to the optimal solution to the mean-value deterministic and the two-stage stochastic models.</div> <div class="clear"></div> <br> <div class="citations"><div class="clear"><a href="/?q=rf%3A5805232">Cited in <strong>23</strong> Documents</a></div></div> <div class="classification"> <h3>MSC:</h3> <table><tr> <td> <a class="mono" href="/classification/?q=cc%3A90C15" title="MSC2020">90C15</a> </td> <td class="space"> Stochastic programming </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A90C29" title="MSC2020">90C29</a> </td> <td class="space"> Multi-objective and goal programming </td> </tr></table> </div><div class="keywords"> <h3>Keywords:</h3><a href="/?q=ut%3Aproduction+planning">production planning</a>; <a href="/?q=ut%3Arandom+yield">random yield</a>; <a href="/?q=ut%3Arandom+demand">random demand</a>; <a href="/?q=ut%3Asawmill">sawmill</a>; <a href="/?q=ut%3Ascenario+tree">scenario tree</a>; <a href="/?q=ut%3Amulti-stage+stochastic+programming">multi-stage stochastic programming</a></div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1197.90312" data-ciurl="/ci/05805232" data-biburl="/bibtex/05805232.bib" data-amsurl="/amsrefs/05805232.bib" data-xmlurl="/xml/05805232.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/05805232.pdf" title="Zbl 1197.90312 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/00207540903055727" aria-label="DOI for “A multi-stage stochastic programming approach for production planning with uncertainty in the quality of raw materials and demand”" title="10.1080/00207540903055727">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> <div class="references"> <h3>References:</h3> <table><tr> <td>[1]</td> <td class="space">Alfieri A, Design of advanced manufacturing systems, models for capacity planning in advanced manufacturing systems pp 73– (2005)</td> </tr><tr> <td>[2]</td> <td class="space">DOI: 10.1016/S0925-5273(98)00060-7 · <a href="https://doi.org/10.1016/S0925-5273(98)00060-7" class="nowrap">doi:10.1016/S0925-5273(98)00060-7</a></td> </tr><tr> <td>[3]</td> <td class="space">Birge JR, Introduction to stochastic programming (1997) · <a href="/0892.90142" class="nowrap">Zbl 0892.90142</a></td> </tr><tr> <td>[4]</td> <td class="space">DOI: 10.1080/00207540500435116 · <a href="/1161.90381" class="nowrap">Zbl 1161.90381</a> · <a href="https://doi.org/10.1080/00207540500435116" class="nowrap">doi:10.1080/00207540500435116</a></td> </tr><tr> <td>[5]</td> <td class="space">DOI: 10.1287/mnsc.1.3-4.197 · <a href="/0995.90589" class="nowrap">Zbl 0995.90589</a> · <a href="https://doi.org/10.1287/mnsc.1.3-4.197" class="nowrap">doi:10.1287/mnsc.1.3-4.197</a></td> </tr><tr> <td>[6]</td> <td class="space">DOI: 10.1023/A:1019206915174 · <a href="/1017.90068" class="nowrap">Zbl 1017.90068</a> · <a href="https://doi.org/10.1023/A:1019206915174" class="nowrap">doi:10.1023/A:1019206915174</a></td> </tr><tr> <td>[7]</td> <td class="space">DOI: 10.1007/BF02025089 · <a href="https://doi.org/10.1007/BF02025089" class="nowrap">doi:10.1007/BF02025089</a></td> </tr><tr> <td>[8]</td> <td class="space">Gaudreault J, Planification opérationnelle du sciage (2004)</td> </tr><tr> <td>[9]</td> <td class="space">Huang K, Thesis (PhD)., in: Multi-stage stochastic programming models for production planning (2005)</td> </tr><tr> <td>[10]</td> <td class="space">Huang K, Technical report, in: The value of multi-stage stochastic programming in capacity planning under uncertainty (2005)</td> </tr><tr> <td>[11]</td> <td class="space">Kall P, Stochastic programming (1994)</td> </tr><tr> <td>[12]</td> <td class="space">Kall P, Stochastic linear programming (2005)</td> </tr><tr> <td>[13]</td> <td class="space">Kazemi Zanjani M, CIRRELT 2007-58 working document, in: A stochastic programming approach for production planning in a manufacturing environment with random yield (2007)</td> </tr><tr> <td>[14]</td> <td class="space">Kazemi Zanjani, M, Ait-Kadi, D and Nourelfath, M. 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