The problem looks like a linear integer programming problem. Unfortunately, the parameters Ui; j
in (4) are usually uncertain at the beginning of planning period. Moreover, the revenues may not
be fixed, as the decision-maker would like to set different pricing, which in turn results in different
demands. One may want to solve this by replacing the parameters by their best point estimator, for
instance, using expected value E(Ui; j) to replace the uncertain parameter of Ui; j . Although sometimes
practitioners can obtain reasonably success by using expected value approaches, a drawback of this
approach is that we may not always guarantee the solution is feasible. One may then carry out
sensitivity analysis for some corrective action. Such an approach is commented as a reactive one
[9]. We believe decision-makers would prefer to use proactive tools to obtain their solutions.