Modelling and computation of optimal multiple investment timing in multi-stage capacity expansion infrastructure projects (Q2076434)

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scientific article; zbMATH DE number 7475192
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    Modelling and computation of optimal multiple investment timing in multi-stage capacity expansion infrastructure projects
    scientific article; zbMATH DE number 7475192

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      Modelling and computation of optimal multiple investment timing in multi-stage capacity expansion infrastructure projects (English)
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      16 February 2022
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      multi-stage infrastructure projects
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      investment timing
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      limited capacity
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      optimal multiple stopping time
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      finite difference
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      multi-least squares Monte Carlo simulation
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