An investment model with entry and exit decisions

DOI10.1239/jap/1014842558zbMath0959.93058OpenAlexW2016556794MaRDI QIDQ4519119

Mihail Zervos, J. Kate Duckworth

Publication date: 19 April 2001

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1014842558

zbMATH Keywords

production schedulingoptimal stoppingstochastic controlmathematical financeinvestment modelsreal assets

Mathematics Subject Classification ID

Decision theory (91B06) Dynamic programming in optimal control and differential games (49L20) Management decision making, including multiple objectives (90B50) Stochastic models in economics (91B70) Stochastic scheduling theory in operations research (90B36) Dynamic programming (90C39) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Corporate finance (dividends, real options, etc.) (91G50)

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