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Forecast frequency in rolling horizon hedging heuristics for capacity expansion

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  • Ryan, Sarah M.

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  • Ryan, Sarah M., 1998. "Forecast frequency in rolling horizon hedging heuristics for capacity expansion," European Journal of Operational Research, Elsevier, vol. 109(3), pages 550-558, September.
    • Handle: RePEc:eee:ejores:v:109:y:1998:i:3:p:550-558
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    References listed on IDEAS

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    1. James C. Bean & Julia L. Higle & Robert L. Smith, 1992. "Capacity Expansion Under Stochastic Demands," Operations Research, INFORMS, vol. 40(3-supplem), pages 210-216, June.
    2. James C. Bean & John R. Birge & Robert L. Smith, 1987. "Aggregation in Dynamic Programming," Operations Research, INFORMS, vol. 35(2), pages 215-220, April.
    3. Kenneth R. Baker & David W. Peterson, 1979. "An Analytic Framework for Evaluating Rolling Schedules," Management Science, INFORMS, vol. 25(4), pages 341-351, April.
    4. Jeffrey M. Alden & Robert L. Smith, 1992. "Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes," Operations Research, INFORMS, vol. 40(3-supplem), pages 183-194, June.
    5. Jeremy F. Shapiro & Harvey M. Wagner, 1967. "A Finite Renewal Algorithm for the Knapsack and Turnpike Models," Operations Research, INFORMS, vol. 15(2), pages 319-341, April.
    6. James C. Bean & Robert L. Smith, 1985. "Optimal Capacity Expansion Over an Infinite Horizon," Management Science, INFORMS, vol. 31(12), pages 1523-1532, December.
    7. D. J. White, 1996. "Decision Roll and Horizon Roll Processes in Infinite Horizon Discounted Markov Decision Processes," Management Science, INFORMS, vol. 42(1), pages 37-50, January.
    8. Robert L. Smith, 1979. "Turnpike Results for Single Location Capacity Expansion," Management Science, INFORMS, vol. 25(5), pages 474-484, May.
    9. Chung-Yee Lee & Eric V. Denardo, 1986. "Rolling Planning Horizons: Error Bounds for the Dynamic Lot Size Model," Mathematics of Operations Research, INFORMS, vol. 11(3), pages 423-432, August.
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    Cited by:

    1. Chandra, Charu & Grabis, Janis, 2005. "Application of multi-steps forecasting for restraining the bullwhip effect and improving inventory performance under autoregressive demand," European Journal of Operational Research, Elsevier, vol. 166(2), pages 337-350, October.
    2. Sarah M. Ryan, 2003. "Capacity expansion with lead times and autocorrelated random demand," Naval Research Logistics (NRL), John Wiley & Sons, vol. 50(2), pages 167-183, March.
    3. Suresh Chand & Vernon Ning Hsu & Suresh Sethi, 2002. "Forecast, Solution, and Rolling Horizons in Operations Management Problems: A Classified Bibliography," Manufacturing & Service Operations Management, INFORMS, vol. 4(1), pages 25-43, September.

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