Capacity optimization under uncertainty: the impact of operational time lags

DOI10.1016/J.EJOR.2017.04.006MaRDI QIDQ1683093zbMATH OpenOpenAlexFDO

Authors H. J. Boonman, Afzal Siddiqui

Publication date 6 December 2017

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://discovery.ucl.ac.uk/id/eprint/1549401/

zbMATH Keywords

investment analysisreal optionstime lagcapacity optimization

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Production theory, theory of the firm (91B38) Financial applications of other theories (91G80)

Recommendations

• Irreversible investment, operating flexibility, and time lags
• Time-to-build and capacity expansion
• Time-to-build and capacity choice
• Investment and capacity choice under uncertain demand
• The impact of delivery lags on irreversible investment under uncertainty

Cites work

• A Course in Financial Calculus
• Dedicated vs product flexible production technology: strategic capacity investment choice
• Entry and Exit Decision Problem with Implementation Delay
• Entry and exit decisions based on a discount factor approach
• Investment and capacity choice under uncertain demand
• Irreversible investment, operating flexibility, and time lags
• Optimal regime switching under risk aversion and uncertainty
• Price Versus Production Postponement: Capacity and Competition
• Resource Flexibility with Responsive Pricing
• The effect of mean reversion on entry and exit decisions under uncertainty
• When is it better to wait for a new version? Optimal replacement of an emerging technology under uncertainty

Cited in

(4)

• Time-to-build and capacity expansion
• Irreversible investment, operating flexibility, and time lags
• Impact of ramp-up on the optimal capacity-related reconfiguration policy
• The impact of uncertain yield on capacity acquisition in process plant networks

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