Capacity expansion under a service-level constraint for uncertain demand with lead times

DOI10.1002/nav.20334zbMath1158.90392OpenAlexW2040123790WikidataQ54961380 ScholiaQ54961380MaRDI QIDQ3621933

Sarah M. Ryan, Rahul R. Marathe

Publication date: 22 April 2009

Published in: Naval Research Logistics (Search for Journal in Brave)

Full work available at URL: https://lib.dr.iastate.edu/rtd/1542

zbMATH Keywords

geometric Brownian motioncapacity expansionbarrier optionservice-level constraint

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (3)

Stochastic comparisons of multivariate mixtures ⋮ Management of online server congestion using optimal demand throttling ⋮ Stochastic comparisons on two finite mixture models

Uses Software

• Mathematica

Cites Work

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• Capacity expansion with interrupted demand growth
• Call center staffing with simulation and cutting plane methods
• Joint distribution of Brownian motion and its maximum, with a generalization to correlated BM and applications to barrier options
• Capacity Expansion for Random Exponential Demand Growth with Lead Times
• The Cutting-Plane Method for Solving Convex Programs
• Capacity Expansion and Probabilistic Growth
• Optimal Capacity Expansion Over an Infinite Horizon
• Optimal capacity expansion under uncertainty
• Accelerating the Cutting Plane Method for Nonlinear Programming
• Turnpike Results for Single Location Capacity Expansion
• The Stationary Distribution of a Stochastic Clearing Process

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