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Record W330962615

Capacity Management, Investment, and Hedging: Review and Recent Developments

2003· article· en· W330962615 on OpenAlexaff
Van Mieghem, Andleebah Jan

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicCapital Investment and Risk Analysis
Canadian institutionsKellogg's (Canada)
Fundersnot available
KeywordsPortfolioInvestment (military)EconomicsInvestment strategyInvestment decisionsRisk managementCapacity utilizationMicroeconomicsRisk analysis (engineering)Actuarial scienceBusinessFinancial economicsFinanceProduction (economics)Profit (economics)
DOInot available

Abstract

fetched live from OpenAlex

This article reviews the literature on strategic capacity management concerned with determining the sizes, types, and timing of capacity investments and adjustments under uncertainty. Specific attention is given to recent developments to incorporate multiple decision makers, multiple capacity types, hedging and risk aversion. Capacity is a measure of processing abilities and limitations and is represented as a vector of stocks of various processing resources, while investment is the change of capacity and includes expansion and contraction. After discussing general issues in capacity investment problems, the article reviews models of capacity investment under uncertainty in three settings: The first reviews optimal capacity investment by single and multiple risk-neutral decision makers in a stationary environment where capacity remains constant. Allowing for multiple capacity types, the associated optimal capacity portfolio specifies the amounts and locations of safety capacity in a processing network. Its key feature is that it is unbalanced, i.e., regardless of how uncertainties are realized, one typically will never fully utilize all capacities. The second setting reviews the adjustment of capacity over time and the structure of optimal investment dynamics. The article ends by reviewing how to incorporate risk-aversion in capacity investment and contrasts hedging strategies involving financial versus operational means.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.003
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Review · Consensus signal: Review
Teacher disagreement score0.002
Threshold uncertainty score0.008

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.003
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0020.006
Science and technology studies0.0000.001
Scholarly communication0.0020.003
Open science0.0010.001
Research integrity0.0020.001
Insufficient payload (model declined to judge)0.0020.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.053
GPT teacher head0.219
Teacher spread0.166 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designNot applicable
Domainnot available
GenreReview

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations120
Published2003
Admission routes1
Has abstractyes

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