A diffusion process model for the optimal investment strategies of an R & D project (Q3882174)
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scientific article; zbMATH DE number 3687076
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| English | A diffusion process model for the optimal investment strategies of an R & D project |
scientific article; zbMATH DE number 3687076 |
Statements
A diffusion process model for the optimal investment strategies of an R & D project (English)
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1980
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diffusion process model
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optimal investment strategies
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R \& D project
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research and development
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changing project status
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finance
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discounted return criterion
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second order non-linear differential equation
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non-homogeneous comound Poisson process
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diffusion approximation
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optimal control
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