The Value of Multistage Stochastic Programming in Capacity Planning Under Uncertainty
نویسندگان
چکیده
منابع مشابه
The Value of Multistage Stochastic Programming in Capacity Planning Under Uncertainty
This paper addresses a general class of capacity planning problems under uncertainty, which arises, for example, in semiconductor tool purchase planning. Using a scenario tree to model the evolution of the uncertainties, we develop a multi-stage stochastic integer programming formulation for the problem. In contrast to earlier twostage approaches, the multi-stage model allows for revision of th...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2009
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.1080.0623