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A stochastic dual dynamic integer programming based approach for remanufacturing planning under uncertainty

Franco Quezada, Céline Gicquel and Safia Kedad-Sidhoum

International Journal of Production Research, 2023, vol. 61, issue 17, 5992-6012

Abstract: We seek to optimize the production planning of a three-echelon remanufacturing system under uncertain input data. We consider a multi-stage stochastic integer programming approach and use scenario trees to represent the uncertain information structure. We introduce a new dynamic programming formulation that relies on a partial nested decomposition of the scenario tree. We then propose a new approximate stochastic dual dynamic integer programming algorithm based on this partial decomposition. Our numerical results show that the proposed solution approach is able to provide near-optimal solutions for large-size instances with a reasonable computational effort.

Date: 2023
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DOI: 10.1080/00207543.2022.2120924

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