Publication Cover
The Engineering Economist
A Journal Devoted to the Problems of Capital Investment
Volume 45, 2000 - Issue 2
20
Views
4
CrossRef citations to date
0
Altmetric
Original Articles

RELATIVE RISK CHARACTERISTICS OF ROLLING HORIZON HEDGING HEURISTICS FOR CAPACITY EXPANSION

&
Pages 115-128 | Published online: 31 May 2007

REFERENCES

  • BOX , G. E. P. , G. M. JENKINS AN , D G. C. REINSEL , Time Series Analysis Forecasting and Control , 3rd. ed ., Prentice-Hall , Englewood Cliffs , NJ , 1994 .
  • FREIDENFELDS , J. , Capacity Expansion Analysis of Simple Models with Applications , North-Holland . New York , 1981 .
  • JONES , P. C, R. R INMAN AND J L. ZYDIAK , Integrated production scheduling, coordination, and capacity investment . The Engineering Economist , Vol. 41 , No. 2 , 1996 , pp. 149 – 171 .
  • LESSER , J. A. , Application of stochastic dominance tests to utility resource planning under uncertainty , Energy Vol. 15 . No. II , 1990 , pp. 949 – 961 .
  • PARK , C. S . AND G. C. PRUEITT . Phased capacity expansion - using continuous distributions to model prior beliefs . The Engineering Economist Vol. 42 No. 2 , 1997 , pp. 91 – 110 .
  • RYAN , S. M. Forecast frequency in rolling horizon hedging heuristics for capacity expansion , European Journal of Operational Research 109 . 1998 . pp. 550 – 558 .
  • STARR . M. K. AND M. ZELENY . Multiple Criteria Decision Making . North-Holland , New York , 1997 .
  • THORSTENSON , A. , Hedging demand uncertainty in dynamic lot sizing , l4th Triennial Conference of The International Federation of Operational Research Societies , Vancouver . British Columbia , 1996 .
  • WHITMORE . G A AND M C. FlNDLAY . Stochastic Dominance , Lexington Books , Massachusetts . 1978 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.