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...

Full description

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