A model for strategic planning under uncertainty

DOI10.1007/BF02568518zbMath0887.90091OpenAlexW2082488500MaRDI QIDQ1367885

Gautam Mitra, Enza Messina, Cormac Lucas, Paola Baricelli

Publication date: 6 May 1998

Published in: Top (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02568518

zbMATH Keywords

investment decisions\(L\)-shaped methodinteger stochastic programmingmanufacturing chainmulti-period strategic planningscenario risk analysis

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Integer programming (90C10) Stochastic programming (90C15) Management decision making, including multiple objectives (90B50)

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Uses Software

• MSLiP

Cites Work

• MSLiP: A computer code for the multistage stochastic linear programming problem
• Production planning via scenario modelling
• Stochastic programming with simple integer recourse
• On the convex hull of the simple integer recourse objective function
• Robust Optimization for Power Systems Capacity Expansion under Uncertainty
• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming