Optimal sequencing of capacity expansion projects under uncertainty

Itzhak Venezia

RAIRO - Operations Research - Recherche Opérationnelle (1982)

  • Volume: 16, Issue: 4, page 287-307
  • ISSN: 0399-0559

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Venezia, Itzhak. "Optimal sequencing of capacity expansion projects under uncertainty." RAIRO - Operations Research - Recherche Opérationnelle 16.4 (1982): 287-307. <http://eudml.org/doc/104815>.

@article{Venezia1982,
author = {Venezia, Itzhak},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {optimal policy; sequencing a finite set of capacity expansion projects; growing demand; uncertain demand; logistics},
language = {eng},
number = {4},
pages = {287-307},
publisher = {EDP-Sciences},
title = {Optimal sequencing of capacity expansion projects under uncertainty},
url = {http://eudml.org/doc/104815},
volume = {16},
year = {1982},
}

TY - JOUR
AU - Venezia, Itzhak
TI - Optimal sequencing of capacity expansion projects under uncertainty
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1982
PB - EDP-Sciences
VL - 16
IS - 4
SP - 287
EP - 307
LA - eng
KW - optimal policy; sequencing a finite set of capacity expansion projects; growing demand; uncertain demand; logistics
UR - http://eudml.org/doc/104815
ER -

References

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  1. R. BELLMAN, Dynamic Programming, Princeton, Princeton University Press, 1957. Zbl1205.90002MR90477
  2. R. BELLMAN, Introduction to Matrix Analysis, New York, McGraw Hill and Co., 2nd edition, 1970. Zbl0124.01001MR258847
  3. W. BUTCHER et al., Dynamic Programming for the Optimal Sequencing of Water Supply Projects, Water Resources Research, Vol. 5, 1969, pp. 1196-1204. 
  4. D. ERLENKOTTER, Sequencing Expansion Projects, Operations Research, Vol. 21, 1973, pp. 542-553. MR368733
  5. D. ERLENKOTTER and R. TRIPPI, Optimal Investment Scheduling with Price-Sensitive Demand, Management Science, Vol. 23, 1976, pp. 1-11. Zbl0362.90047
  6. R. GIGLIO, Stochastic Capacity Models, Management Science, Vol. 17, 1970, pp. 174-184. 
  7. A. MANNE, Capacity, Expansion and Probabilistic Growth, Econometrica, Vol. 29, 1961, pp. 632-649. Zbl0103.13203MR139490
  8. A. MANNE (ed.), Investments for Capacity Expansion: Size, Location, and Time Phasing, Cambridge, Massachusetts, The MIT Press, 1967. 
  9. G. RAUSSER and C. WILLIS, Investment Sequencing, Allocation, and Learning in the Design of Water Resources Systems: An Empirical Application, Water Resources Research, Vol. 12, 1976, pp. 317-330. 
  10. S. ROSS, Applied Probability Models with Optimization Applications, San Francisco, Holden-Day, 1971. Zbl0213.19101MR264792
  11. M. ROTHSCHILD and J. STIGLTTZ, Increasing Risk I, A Definition, Journal of Economic Theory, Vol. 2, 1970, pp. 225-243. MR503565
  12. C. TAPIERO, Capacity Expansion of a Sequence of Deteriorating Facilities Under Uncertainty-Optimality and Simulation, Working Paper, Columbia University, 1973. Zbl0399.90047
  13. C. TAPIERO, Capacity Expansion of a Deteriorating Facility Under Uncertainty, RAIRO/Operations Research, Vol. 13, 1979, pp. 55-60. Zbl0399.90047MR526693
  14. A. WALTERS, Production and Cost Functions: An Econometric Survey, Econometrica, Vol. 31, 1963, pp. 1-66. Zbl0135.20103

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