Optimal capacity expansion under uncertainty

DOI10.2307/1427378zbMath0619.93073OpenAlexW2069017184MaRDI QIDQ3757803

Mark H. A. Davis, Domokos Vermes, Michael A. H. Dempster, Suresh P. Sethi

Publication date: 1987

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427378

zbMATH Keywords

dynamic programmingBellman equationpiecewise deterministic processescapacity expansion

Mathematics Subject Classification ID

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