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Dynamic Facility Location with Stochastic Demands

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Stochastic Algorithms: Foundations and Applications (SAGA 2005)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 3777))

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Abstract

In this paper, a Stochastic Dynamic Facility Location Problem (SDFLP) is formulated. In the first part, an exact solution method based on stochastic dynamic programming is given. It is only usable for small instances. In the second part a Monte Carlo based method for solving larger instances is applied, which is derived from the Sample Average Approximation (SAA) method.

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Author information

Authors and Affiliations

  1. Department of Management Science, University of Vienna, Brünner Straße 72, 1210, Vienna, Austria

    Martin Romauch & Richard F. Hartl

Authors
  1. Martin Romauch
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  2. Richard F. Hartl
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Editor information

Editors and Affiliations

  1. Department of Discrete Mathematics, Leninskie Gory, Moscow State University, 119992, Moscow, Russia

    Oleg B. Lupanov  & Oktay M. Kasim-Zade  & 

  2. Faculty of Mechanics and Mathematics, Department of Discrete Mathematics, Leninskie Gory, Moscow State University, 119992, Moscow, Russia

    Alexander V. Chaskin

  3. Department of Computer Science, King’s College London, WC2R 2LS, London, UK

    Kathleen Steinhöfel

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© 2005 Springer-Verlag Berlin Heidelberg

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Romauch, M., Hartl, R.F. (2005). Dynamic Facility Location with Stochastic Demands. In: Lupanov, O.B., Kasim-Zade, O.M., Chaskin, A.V., Steinhöfel, K. (eds) Stochastic Algorithms: Foundations and Applications. SAGA 2005. Lecture Notes in Computer Science, vol 3777. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11571155_15

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  • DOI: https://doi.org/10.1007/11571155_15

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-29498-6

  • Online ISBN: 978-3-540-32245-0

  • eBook Packages: Computer ScienceComputer Science (R0)

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