Optimal sequencing of capacity expansion projects under uncertainty
RAIRO - Operations Research - Recherche Opérationnelle, Tome 16 (1982) no. 4, pp. 287-307.
@article{RO_1982__16_4_287_0,
     author = {Venezia, Itzhak},
     title = {Optimal sequencing of capacity expansion projects under uncertainty},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {287--307},
     publisher = {EDP-Sciences},
     volume = {16},
     number = {4},
     year = {1982},
     zbl = {0502.90024},
     language = {en},
     url = {http://www.numdam.org/item/RO_1982__16_4_287_0/}
}
TY  - JOUR
AU  - Venezia, Itzhak
TI  - Optimal sequencing of capacity expansion projects under uncertainty
JO  - RAIRO - Operations Research - Recherche Opérationnelle
PY  - 1982
SP  - 287
EP  - 307
VL  - 16
IS  - 4
PB  - EDP-Sciences
UR  - http://www.numdam.org/item/RO_1982__16_4_287_0/
LA  - en
ID  - RO_1982__16_4_287_0
ER  - 
%0 Journal Article
%A Venezia, Itzhak
%T Optimal sequencing of capacity expansion projects under uncertainty
%J RAIRO - Operations Research - Recherche Opérationnelle
%D 1982
%P 287-307
%V 16
%N 4
%I EDP-Sciences
%U http://www.numdam.org/item/RO_1982__16_4_287_0/
%G en
%F RO_1982__16_4_287_0
Venezia, Itzhak. Optimal sequencing of capacity expansion projects under uncertainty. RAIRO - Operations Research - Recherche Opérationnelle, Tome 16 (1982) no. 4, pp. 287-307. http://www.numdam.org/item/RO_1982__16_4_287_0/

R. Bellman, Dynamic Programming, Princeton, Princeton University Press, 1957. | MR | Zbl

R. Bellman, Introduction to Matrix Analysis, New York, McGraw Hill and Co., 2nd edition, 1970. | MR | Zbl

W. Butcher et al., Dynamic Programming for the Optimal Sequencing of Water Supply Projects, Water Resources Research, Vol. 5, 1969, pp. 1196-1204.

D. Erlenkotter, Sequencing Expansion Projects, Operations Research, Vol. 21, 1973, pp. 542-553. | MR

D. Erlenkotter and R. Trippi, Optimal Investment Scheduling with Price-Sensitive Demand, Management Science, Vol. 23, 1976, pp. 1-11. | Zbl

R. Giglio, Stochastic Capacity Models, Management Science, Vol. 17, 1970, pp. 174-184.

A. Manne, Capacity, Expansion and Probabilistic Growth, Econometrica, Vol. 29, 1961, pp. 632-649. | MR | Zbl

A. Manne (ed.), Investments for Capacity Expansion: Size, Location, and Time Phasing, Cambridge, Massachusetts, The MIT Press, 1967.

G. Rausser and C. Willis, Investment Sequencing, Allocation, and Learning in the Design of Water Resources Systems: An Empirical Application, Water Resources Research, Vol. 12, 1976, pp. 317-330.

S. Ross, Applied Probability Models with Optimization Applications, San Francisco, Holden-Day, 1971. | MR | Zbl

M. Rothschild and J. Stiglttz, Increasing Risk I, A Definition, Journal of Economic Theory, Vol. 2, 1970, pp. 225-243. | MR

C. Tapiero, Capacity Expansion of a Sequence of Deteriorating Facilities Under Uncertainty-Optimality and Simulation, Working Paper, Columbia University, 1973. | Numdam | Zbl

C. Tapiero, Capacity Expansion of a Deteriorating Facility Under Uncertainty, RAIRO/Operations Research, Vol. 13, 1979, pp. 55-60. | EuDML | Numdam | MR | Zbl

A. Walters, Production and Cost Functions: An Econometric Survey, Econometrica, Vol. 31, 1963, pp. 1-66. | Zbl