INVESTMENT IN NETWORK EXPANSION UNDER UNCERTAINTY,

Abstract

The paper gives a description of two optimization models for augmenting the capacity of a network over which a homogeneous commodity must be shipped. The models determine the investment that minimize the sum of the investment cost plus the cost, on the average, of meeting uncertain requirements. These requirements include both shipping costs and penalty costs for unsatisfied demand over the augmented network. Investment decisions must be made under a budget constraint and when requirements on a subset of the arcs are known only in the form of a probability distribution. The first model, a two-stage linear program under uncertainty, is for a two-period horizon: the present, when investments must be made and demand is unknown, and the future, after which demand is observed and shipments take place. The second model is for the multiple-period horizon. It is also shown that these models can be extended to the multicommodity case.

Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1969
Accession Number
AD0689764

Entities

People

  • J. L. Midler

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Commodities
  • Investments
  • Linear Programming
  • Mathematical Programming
  • Mathematics
  • Optimization
  • Probability
  • Probability Distributions
  • Random Variables
  • Shipping
  • Uncertainty

Readers

  • Industrial Economics
  • Operations Research