برنامه نویسی پویای تقریبی برای مسائل کنترل خطی تصادفی در فضای حالت فشرده

The algorithm is applied to the well-studied Multiple Sourcing Problem as known from inventory management. Multiple sourcing is known to be a hard problem and usually tackled by parametric heuristics. We analyze several MSP instances with two and more suppliers and compare our results to state-of-the-art heuristics. For the considered scenarios, our policies are always at least as good as the best known heuristic, and strictly better in most cases. Moreover, by using the computed lower bounds we show for all instances that the optimality gap has never exceeded 5%, and that it has been much smaller for most of them.