Dynamic project selection

DOI10.3982/TE2379MaRDI QIDQ4682724zbMATH OpenFDO

Authors Arina Nikandrova, Romans Pancs

Publication date 19 September 2018

Published in Theoretical Economics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.3982/TE2379

zbMATH Keywords

(HJB) quasi-variational inequalityinternal capital marketoptimal policy

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Corporate finance (dividends, real options, etc.) (91G50) Optimal stochastic control (93E20)

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(12)

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• Control, cost, and confidence: perseverance and procrastination in the face of failure
• Valuing pilot projects in a learning by investing framework: an approximate dynamic programming approach
• Optimal learning of a set: or how to edit a journal if you must
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• scientific article; zbMATH DE number 2106845 (Why is no real title available?)
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• Optimal selection of R\&D projects

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