In this paper, we use integer programming (IP) to compute minimal forecast horizons for the classical dynamic lot-sizing problem (DLS). As a solution approach for computing forecast horizons, integer programming has been largely ignored by the research community. It is our belief that the...

We study fixed-dimensional stochastic dynamic programs in a discrete setting over a finite horizon. Under the primary assumption that the cost-to-go functions are discrete L♮-convex, we propose a pseudo-polynomial time approximation scheme that solves this problem to within an arbitrary...

Consider the following "structured" procurement problem: A buyer wishes to procure a set of items (e.g., edges of a graph) from multiple suppliers, such that the procured items collectively form a basis of a matroid (e.g., a spanning tree of the graph). Each supplier is capable of supplying one...