Capacity optimization under uncertainty: the impact of operational time lags

DOI10.1016/J.EJOR.2017.04.006zbMath1375.90145OpenAlexW2604219271MaRDI QIDQ1683093

Hettie J. Boonman, Afzal S. Siddiqui

Publication date: 6 December 2017

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

Full work available at URL: https://discovery.ucl.ac.uk/id/eprint/1549401/

zbMATH Keywords

investment analysisreal optionstime lagcapacity optimization

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Production theory, theory of the firm (91B38) Financial applications of other theories (91G80)

Related Items (1)

Time-to-build and capacity expansion

Cites Work

• When is it better to wait for a new version? Optimal replacement of an emerging technology under uncertainty
• Dedicated vs product flexible production technology: strategic capacity investment choice
• Entry and exit decisions based on a discount factor approach
• The effect of mean reversion on entry and exit decisions under uncertainty
• Optimal regime switching under risk aversion and uncertainty
• Investment and capacity choice under uncertain demand
• Price Versus Production Postponement: Capacity and Competition
• A Course in Financial Calculus
• IRREVERSIBLE INVESTMENT, OPERATING FLEXIBILITY, AND TIME LAGS
• Resource Flexibility with Responsive Pricing
• Entry and Exit Decision Problem with Implementation Delay

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