The Robust Uncapacitated Lot Sizing Model with Uncertainty Range

We study robust versions of the uncapacitated lot sizing problem, where the demand is subject to uncertainty. The robust models are guided by three parameters, namely, the total scaled uncertainty budget, the minimum number of periods in which one would like the demand to be protected against uncertainty, and the minimum scaled protection level per … Read more

Polynomial time algorithms for the Minimax Regret Uncapacitated Lot Sizing Model

We study the Minimax Regret Uncapacitated Lot Sizing (MRULS) model, where the production cost function and the demand are subject to uncertainty. We propose a polynomial time algorithm which solves the MRULS model in O(n^6) time. We improve this running time to O(n^5) when only the demand is uncertain, and to O(n^4) when only the … Read more