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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| English | Modelling and computation of optimal multiple investment timing in multi-stage capacity expansion infrastructure projects |
scientific article; zbMATH DE number 7475192 |
Statements
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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0.8424073457717896
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0.7820232510566711
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0.7651081681251526
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0.7549744844436646
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0.7524456977844238
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