Céline Gicquel

A multi-stage stochastic integer programming approach for a multi-echelon lot-sizing problem with returns and lost sales

  • Quan Dong
  • Safia Kedad-Sidhoum
  • Céline Gicquel
  • Franco Quezada
    • Categories Applications - OR and Management Sciences, Branch and Cut Algorithms, Production and Logistics Tags , , , , , ,

    We consider an uncapacitated multi-item multi-echelon lot-sizing problem within a remanufacturing system involving three production echelons: disassembly, refurbishing and reassembly. We seek to plan the production activities on this system over a multi-period horizon. We consider a stochastic environment, in which the input data of the optimization problem are subject to uncertainty. We propose a … Read more

    A NEW PARTIAL SAMPLE AVERAGE APPROXIMATION METHOD FOR CHANCE CONSTRAINED PROBLEM

  • Jianqiang Cheng
  • Abdel Lisser
  • Céline Gicquel
    • Categories Stochastic Programming Tags , ,

    In this paper, we present a new scheme of a sampling method to solve chance constrained programs. First of all, a modified sample average approximation, namely Partial Sample Average Approximation (PSAA) is presented. The main advantage of our approach is that the PSAA problem has only continuous variables whilst the standard sample average approximation (SAA) … Read more