Optimal switching between cash-flow streams

DOI10.1007/S00186-017-0586-0MaRDI QIDQ684138zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Thomas A. Weber

Publication date 9 February 2018

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s00186-017-0586-0

zbMATH Keywords

capital budgetingcash flowsdeterministic multi-armed banditoptimal stopping and startingreplacement decisions

Mathematics Subject Classification ID

Optimality conditions for problems involving relations other than differential equations (49K21) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Special types of economic markets (including Cournot, Bertrand) (91B54)

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Cited in

(1)

• The explicit solution to a sequential switching problem with non-smooth data

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