Risk induced resource dependency in capacity investments

DOI10.1016/J.EJOR.2015.10.037zbMATH Open1346.90847OpenAlexW2156499889MaRDI QIDQ322587FDOQ322587

Authors: Janne Kettunen, Derek W. Bunn 

Publication date: 7 October 2016

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2015.10.037

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zbMATH Keywords

stochastic programmingOR in energydecision supportresource dependency

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Stochastic programming (90C15)

Cites Work

• Coherent measures of risk
• Investment and capacity choice under uncertain demand
• Stochastic finance. An introduction in discrete time
• Title not available (Why is that?)
• Introduction to Stochastic Programming
• Multi-resource investment strategies: Operational hedging under demand uncertainty
• Introduction to the theory of probabilistic functions and percentiles (value-at-risk)
• A stochastic multiscale model for electricity generation capacity expansion
• Bertrand-Edgeworth competition, demand uncertainty, and asymmetric outcomes
• Flexible capacity strategy with multiple market periods under demand uncertainty and investment constraint
• Discrete time modeling of mean-reverting stochastic processes for real option valuation
• A Stochastic Programming Approach to Power Portfolio Optimization
• Optimization of Dispersed Energy Supply —Stochastic Programming with Recombining Scenario Trees

Cited In (2)

• Financial risk, inventory decision and process improvement for a firm with random capacity
• Is certainty in carbon policy better than uncertainty?

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