Rolling Horizon Procedures for the Facilities in Series Inventory Model with Nested Schedules
针对多阶段串联设施库存问题，开发了滚动时域方法，通过求解有限时域多期问题并仅执行第一期决策，形成滚动生产计划，并比较了多种方法的计算效果。
This paper develops rolling horizon procedures for solving a multistage inventory problem with facilities-in-series. In such an inventory system, we assume that the raw material is processed successively through several facilities before reaching the customer. The input to a facility comes from one preceding facility (or the raw material) and the output from the facility goes to one succeeding facility (or the customer). The rolling horizon procedures form rolling production schedules by solving a finite horizon multiperiod problem and implementing only the first period's decisions. One period later, the multiperiod problem is updated as better forecasts become available and the process is repeated. The paper considers a simple case when holding costs are linear, production costs on a facility consist of a setup cost and a constant marginal cost of production, and production and holding costs are stationary in time. Demand is allowed to be nonstationary in time. Several rolling horizon procedures are developed for this case and a computational comparison is given.