A framework for the probabilistic analysis of hierarchical planning systems

J.K. Lenstra, A.H.G. Rinnooy Kan, L. Stougie

    Research output: Contribution to JournalArticleAcademicpeer-review


    As we have argued in previous papers, multi-level decision problems can often be modeled as multi-stage stochastic programs, and hierarchical planning systems designed for their solution, when viewed as stochastic programming heuristics, can be subjected to analytical performance evaluation. The present paper gives a general formulation of such stochastic programs and provides a framework for the design and analysis of heuristics for their solution. The various ways to measure the performance of such heuristics are reviewed, and some relations between these measures are derived. Our concepts are illustrated on a simple two-level planning problem of a general nature and on a more complicated two-level scheduling problem
    Original languageEnglish
    Pages (from-to)23-42
    JournalAnnals of Operations Research
    Issue number1
    Publication statusPublished - 1984

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