Optimal intervention policy for projects with growing stochastic demand
Developers of projects with a fixed capacity and an increasing demand over time will be interested in an optimal decision-making policy on when to increase capacity and by how much. Demand, X, is an increasing function with a stochastic diffusion term (Brownian Motion) and capacity, K, is a piece-wi...
- Autores:
-
Wiesner Urbina, Federico
- Tipo de recurso:
- Trabajo de grado de pregrado
- Fecha de publicación:
- 2024
- Institución:
- Universidad de los Andes
- Repositorio:
- Séneca: repositorio Uniandes
- Idioma:
- eng
- OAI Identifier:
- oai:repositorio.uniandes.edu.co:1992/74755
- Acceso en línea:
- https://hdl.handle.net/1992/74755
- Palabra clave:
- Stochastic
Quasi-Variational Inequalities
Optimal Policy
Matemáticas
Ingeniería
- Rights
- openAccess
- License
- Attribution-NonCommercial-NoDerivatives 4.0 International