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Capacity expansion under uncertainty in an oligopoly using indirect reinforcement-learning. (2017)
Journal Article
OLIVEIRA, F.S. and COSTA, M.L.G. 2018. Capacity expansion under uncertainty in an oligopoly using indirect reinforcement-learning. European journal of operational research [online], 267(3), pages 1039-1050. Available from: https://doi.org/10.1016/j.ejor.2017.11.013

We model capacity expansion in oligopolistic markets, with endogenous prices, under uncertainty, considering multiple production technologies. As this environment is complex, capacity expansion is the outcome of a learning process by individual firms... Read More about Capacity expansion under uncertainty in an oligopoly using indirect reinforcement-learning..

Flexible lease contracts in the fleet replacement problem with alternative fuel vehicles: a real-options approach. (2017)
Journal Article
ANSARIPOOR, A.H. and OLIVEIRA, F.S. 2018. Flexible lease contracts in the fleet replacement problem with alternative fuel vehicles: a real-options approach. European journal of operational research [online], 266(1), pages 316-327. Available from: https://doi.org/10.1016/j.ejor.2017.09.010

We study the use of flexible lease contacts in the fleet portfolio management problem of a firm that aims to minimize its cost and risk (Recursive Expected Conditional Value at Risk), simultaneously, in a stochastic multi-period setting by deciding w... Read More about Flexible lease contracts in the fleet replacement problem with alternative fuel vehicles: a real-options approach..

Strategic procurement in spot and forward markets considering regulation and capacity constraints. (2017)
Journal Article
OLIVEIRA, F.S. 2017. Strategic procurement in spot and forward markets considering regulation and capacity constraints. European journal of operational research [online], 261(2), pages 540-548. Available from: https://doi.org/10.1016/j.ejor.2017.01.052

With the generalization of business-to-business electronic exchanges, online spot markets have become an important component of suppliers' procurement strategies in their aim to increase flexibility and reduce transaction costs. In this article we an... Read More about Strategic procurement in spot and forward markets considering regulation and capacity constraints..