A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty

By Shabbir Ahmed, A. King, G. Parija. Journal of Global Optimization, 2003

367 citations recorded by the source corpus.

Subfields: Finance, Management Information Systems, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/00c6cf4606dd002582f533ffb4202b54d8c8de06

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Citations in the corpus

Modeling and solving a large-scale generation expansion planning problem under uncertainty (2011, background): “Ahmed, King and Parija [56] describe a multi-stage stochastic programming model for capacity expansion, introduce a reformulation technique to reduce computational diﬃculty, and analyze various heuristic methods for solving large problem instances.”
A Two-Stage Planning Model for Power Scheduling in a Hydro-Thermal System Under Uncertainty (2002, background): “We mention here the multi-period investment model for capacity expansion in an uncertain environment (Ahmed et al., 2002), a two-stage simultaneous power production and day-ahead trading at a power exchange under price and load uncertainty (Nowak et al.”
The design of production-distribution networks: A mathematical programming approach (2005, background): “Following the pioneering work of Pomper (1976), some authors have also proposed multi-period sce nario based stochastic programming models (Eppen et al., 1989; Ahmed et al., 2001; Everett et al., 2001).”
Multi-item capacitated lot-sizing with demand uncertainty (2006, methodology): “We should mention that a similar formulation is used, within a different context, in Ahmed et al. (2003).”
Optimization under uncertainty: state-of-the-art and opportunities (2004, background): “Takriti and Ahmed (2003) proposed sufficient conditions on the variability measure to remedy this problem.”
A multi-stage stochastic supply network design problem with financial decisions and risk management (2012, positive): “[3] present a multi-stage stochastic programming model for a multi-period capacity expansion problem.”
Designing effective and efficient incentive policies for renewable energy in generation expansion planning (2011, background): “This evaluation is conducted in the context of generation expansion planning (GEP) [9, 10, 11, 12, 13, 14, 15], because the current installed renewable generation capacity is far less than sufficient to meet the renewable portfolio standards set by many states in America [16].”