Perfectly competitive capacity expansion games with risk-averse participants.
Dane A. SchiroBenjamin F. HobbsJong-Shi PangPublished in: Comput. Optim. Appl. (2016)
Keyphrases
- capacity expansion
- risk averse
- stochastic programming
- capacity planning
- risk neutral
- multistage
- utility function
- production planning
- decision makers
- planning horizon
- portfolio management
- mathematical programming
- linear program
- supply chain
- expected utility
- total cost
- decision making
- distribution network
- evolutionary algorithm
- optimal solution