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Abstract
The problem of scheduling customer orders in the management of a large multi-product warehouse is addressed under realistic assumptions including rapidly changing data, uncertainties and unforeseen events. Simple flexible solution strategies are sought, in the sense that the scheduling problem should not be solved again from the beginning every time new information becomes available. Among the solution strategies, one is based on a few statistical assumptions about the random variables involved in the process: it exploits a stochastic version of the well-known duality principle for nonlinear programming and yields a number of interesting features.