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Approches par horizon roulant pour un problème de planification stochastique

Abstract : Stochastic planning problems are common in many application areas: supply chain, production management, reservation system (reservations for vacations, TV spots, ...), patient allocation in surgical unit, satellites launching for example. While exact stochastic dynamic programming approaches could solve these problems, the curse of dimensionality makes such approaches practically inefficient, and there is actually no unified treatment for such problems . Among the many stochastic optimization methods in the literature, those with a rolling horizon turn out to be well suited to this multi-step stochastic problem. We present such a method for a stochastic planning problem.
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Contributor : Emmanuel Hyon <>
Submitted on : Thursday, October 15, 2020 - 11:41:11 AM
Last modification on : Tuesday, November 17, 2020 - 12:10:13 PM


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  • HAL Id : hal-02967919, version 1


Nassima Benammar, Philippe Chrétienne, Emmanuel Hyon, Alain Jean-Marie. Approches par horizon roulant pour un problème de planification stochastique. 21ème congrès annuel de la société Française de Recherche Opérationnelle et d'Aide à la Décision (ROADEF), Feb 2020, Montpellier, France. ⟨hal-02967919⟩



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