An approximate dynamic programming approach for multi-stage stochastic lot-sizing under a Decision-Hazard-Decision information structure

This dataset contains anonymized data for several instances of the capacitated lot-sizing problem with inventory bounds and lost sales. The dataset was created in January 2025 based on the research activities of the publisher's article. The dataset is stored in two separate .zip files. A zip file contains multiple .json files that each corresponds to the data for twenty-five instances sharing similar metrics. The dataset data_simple represents instances with a large number of stages and a small number of time periods and scenarios per stage. The dataset data_complex represents instances with a small number of stages and a large number of time periods and scenarios per stage. The dataset data_simple and data_complex present respectively sixteen and two classes of instances exploring various configurations of costs and capacities. This data was generated to model multi-stage stochastic lot-sizing problems but it can be used in a deterministic setting by ignoring all information related to the presence of uncertainty. All informations related to the generation and use of data to represent problem instances can be found in the articleV. Spitzer, C. Gicquel, E. Gurevsky and F. Sanson. An approximate dynamic programming approach for multi-stage stochastic lot-sizing under a Decision-Hazard-Decision information structure. Discrete Applied Mathematics, 2026, 379, pp.355-378.本数据集包含带库存约束与缺货损失的容量受限批量问题（capacitated lot-sizing problem）的多组匿名实例数据。 本数据集于2025年1月，依据该出版商刊载文章的配套研究工作生成。 本数据集以两个独立的ZIP（.zip）压缩包存储。每个ZIP压缩包内含多个JSON（.json）文件，每个文件对应25个指标参数相近的实例的数据。 数据集data_simple对应阶段数量较多、但单阶段内时段与情景数量较少的实例；数据集data_complex则对应阶段数量较少、单阶段内时段与情景数量较多的实例。二者分别涵盖16类与2类探索不同成本与容量配置的实例。 本数据集专为多阶段随机批量问题建模生成，但也可通过忽略所有与不确定性相关的信息，用于确定性场景下的研究。 所有与本数据集生成及用于表征问题实例相关的详细信息，均可参阅以下文献：V. Spitzer、C. Gicquel、E. Gurevsky及F. Sanson. 《Decision-Hazard-Decision信息结构下多阶段随机批量问题的近似动态规划方法》，《离散应用数学（Discrete Applied Mathematics）》，2026年，第379卷，第355-378页。