A multiobjective metaheuristic for a mean-risk multistage capacity investment problem with process flexibility

DOI10.1016/j.cor.2010.08.015zbMath1251.91054OpenAlexW1983545151MaRDI QIDQ1762051

João Claro, Jorge Pinho de Sousa

Publication date: 15 November 2012

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2010.08.015

zbMATH Keywords

stochastic integer programmingmean-riskprocess flexibilitymultiobjective metaheuristicsmultistage capacity investment

Mathematics Subject Classification ID

Related Items (6)

Recursive risk measures under regime switching applied to portfolio selection ⋮ Conditional value‐at‐risk beyond finance: a survey ⋮ Variable neighbourhood search: methods and applications ⋮ Long-term resource planning in the high-tech industry: capacity or inventory? ⋮ Variable neighbourhood search: Methods and applications ⋮ Multi-stage stochastic model in portfolio selection problem

Uses Software

• PAES

Cites Work

• Unnamed Item
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• A review of manufacturing flexibility
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• Risk Mitigation in Newsvendor Networks: Resource Diversification, Flexibility, Sharing, and Hedging
• Optimal Investment in Product-Flexible Manufacturing Capacity
• An Approximation Scheme for Stochastic Integer Programs Arising in Capacity Expansion
• Manufacturing flexibility: A literature review
• The Flexibility of Production Processes: A General Framework
• Dynamic Capacity Expansion Problem with Multiple Products: Technology Selection and Timing of Capacity Additions
• A scenario-based stochastic programming approach for technology and capacity planning

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