A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty

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 demand and cost parameters, and fixed-charge cost functions to model the economies of scale in expansion costs, we develop a mul...

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Vydané v:	Journal of global optimization Ročník 26; číslo 1; s. 3 - 24
Hlavní autori:	Ahmed, Shabbir, King, Alan J., Parija, Gyana
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Dordrecht Springer Nature B.V 01.05.2003
Predmet:	Algorithms Approximation Costs Decision making Dynamic programming Economies of scale Heuristic Integer programming Production capacity Stochastic control theory Stochastic models
ISSN:	0925-5001, 1573-2916
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