Optimization under uncertainty: state-of-the-art and opportunities

NV Sahinidis - Computers & chemical engineering, 2004 - Elsevier
A large number of problems in production planning and scheduling, location, transportation,
finance, and engineering design require that decisions be made in the presence of …

Commissioned paper: Capacity management, investment, and hedging: Review and recent developments

JA Van Mieghem - Manufacturing & Service Operations …, 2003 - pubsonline.informs.org
This paper reviews the literature on strategic capacity management concerned with
determining the sizes, types, and timing of capacity investments and adjustments under …

[图书][B] Differential games in economics and management science

E Dockner - 2000 - books.google.com
A comprehensive, self-contained survey of the theory and applications of differential games,
one of the most commonly used tools for modelling and analysing economics and …

[图书][B] Markov models & optimization

MHA Davis - 2018 - taylorfrancis.com
This book presents a radically new approach to problems of evaluating and optimizing the
performance of continuous-time stochastic systems. This approach is based on the use of a …

A multi-stage stochastic integer programming approach for capacity expansion under uncertainty

S Ahmed, AJ King, G Parija - Journal of Global Optimization, 2003 - Springer
This paper addresses a multi-period investment model for capacity expansion in an
uncertain environment. Using a scenario tree approach to model the evolution of uncertain …

[图书][B] Stochastic hybrid systems

JP Hespanha, CG Cassandras, HAP Blom, J Lygeros… - 2018 - taylorfrancis.com
Because they incorporate both time-and event-driven dynamics, stochastic hybrid systems
(SHS) have become ubiquitous in a variety of fields, from mathematical finance to biological …

The value of multistage stochastic programming in capacity planning under uncertainty

K Huang, S Ahmed - Operations Research, 2009 - pubsonline.informs.org
This paper addresses a general class of capacity planning problems under uncertainty,
which arises, for example, in semiconductor tool purchase planning. Using a scenario tree to …

Supply chain capacity and outsourcing decisions: the dynamic interplay of demand and supply uncertainty

P Kouvelis, JM Milner - IIE transactions, 2002 - Springer
We study the interplay of demand and supply uncertainty in capacity and outsourcing
decisions in multi-stage supply chains. We consider a firm's investment in two stages of a …

Flexible long-term capacity planning in closed-loop supply chains with remanufacturing

P Georgiadis, E Athanasiou - European Journal of Operational Research, 2013 - Elsevier
We deal with long-term demand-driven capacity planning policies in the reverse channel of
closed-loop supply chains (CLSCs) with remanufacturing, under high capacity acquisition …

Multi-resource investment strategies: Operational hedging under demand uncertainty

JM Harrison, JA Van Mieghem - European Journal of Operational Research, 1999 - Elsevier
Consider a firm that markets multiple products, each manufactured using several resources
representing various types of capital and labor, and a linear production technology. The firm …