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dc.contributor.authorEscudero, Laureano F.-
dc.contributor.authorMonge Ivars, Juan Francisco-
dc.contributor.otherDepartamentos de la UMH::Estadística, Matemáticas e Informáticaes
dc.date.accessioned2020-09-02T09:04:10Z-
dc.date.available2020-09-02T09:04:10Z-
dc.date.created2018-05-30-
dc.date.issued2020-09-02-
dc.identifier.issn1435-246X-
dc.identifier.issn1613-9178-
dc.identifier.urihttp://hdl.handle.net/11000/6273-
dc.description.abstractA new scheme for dealing with uncertainty in scenario trees is presented for dynamic mixed 0–1 optimization problems with strategic and operational stochastic parameters. Let us generically name this type of problems as capacity expansion planning (CEP) in a given system, e.g., supply chain, production, rapid transit network, energy generation and transmission network, etc. The strategic scenario tree is usually a multistage one, and the replicas of the strategic nodes root structures in the form of either a special scenario graph or a two-stage scenario tree, depending on the type of operational activity in the system. Those operational scenario structures impact in the constraints of the model and, thus, in the decomposition methodology for solving usually large-scale problems. This work presents the modeling framework for some of the risk neutral and risk averse measures to consider for CEP problem solving. Two types of risk averse measures are considered. The first one is a time-inconsistent mixture of the chance-constrained and second-order stochastic dominance (SSD) functionals of the value of a given set of functions up to the strategic nodes in selected stages along the time horizon, The second type is a strategic node-based time-consistent SSD functional for the set of operational scenarios in the strategic nodes at selected stages. A specialization of the nested stochastic decomposition methodology for that problem solving is outlined. Its advantages and drawbacks as well as the framework for some schemes to, at least, partially avoid those drawbacks are also presentedes
dc.description.sponsorshipThis research has been partially supported by the projects: MTM2015-63710 and MTM2016-79765 from the Spanish Ministry of Economy and Competitiveness. The authors like to thank the positive criticism of their colleagues Antonio Alonso-Ayuso, Luis Cadarso, F. Javier Martín-Campo and Angel Marín that helped to improve the presentation of the work-
dc.formatapplication/pdfes
dc.format.extent22es
dc.language.isoenges
dc.rightsinfo:eu-repo/semantics/openAccesses
dc.subjectCapacity expansion planninges
dc.subjectStrategic and tactical uncertaintieses
dc.subjectMultistage stochastic strategic scenario treees
dc.subjectTwo-stage stochastic operational multiperiod scenario treees
dc.subjectTime-consistent and time-inconsistent stochastic dominancees
dc.subject.other517 - Análisises
dc.titleOn capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse managementes
dc.typeinfo:eu-repo/semantics/articlees
dc.identifier.doi10.1007/s10287-018-0318-9-
dc.relation.publisherversionhttps://doi.org/10.1007/s10287-018-0318-9-
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Artículos Estadística, Matemáticas e Informática


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