Stochastic capacity expansion with multiple sources of capacity

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• 作者：Majid Taghavi ^{taghavm@mcmaster.ca" class="auth_mail} ; Kai Huang ; ^{khuang@mcmaster.ca" class="auth_mail}
• 关键词：Capacity expansion ; Multi-stage stochastic integer programming ; Spot market ; Contract
• 刊名：Operations Research Letters
• 出版年：June 2014
• 年：2014
• 卷：42
• 期：4
• 页码：263-267
• 全文大小：378 K

文摘

In this paper, we consider the multi-period single resource stochastic capacity expansion problem with three sources of capacity: permanent, contract, and spot market. The problem is modeled as a multi-stage stochastic integer program. We show that the problem has the totally unimodular property and develop polynomial-time primal and dual algorithms to solve the problem.