Worst Case Analysis of Forward Wagner Whitin Algorithm with Rolling Horizons
نویسنده
چکیده
In this paper, we analyze the performance guarantee of the forward Wagner-Whitin algorithm with rolling horizons. We establish several properties for the solution returned by the algorithm and show that the ratio of the heuristic solution to the optimal cost is bounded above by the degree of speculative motive. Further, we show that the bound is actually tight.
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