Costly sequential experimentation and project valuation with an application to health technology assessment
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Publication:1655657
DOI10.1016/J.JEDC.2017.01.016zbMATH Open1401.90099OpenAlexW2589162257MaRDI QIDQ1655657FDOQ1655657
Authors: Jacco J. J. Thijssen, Daniele Bregantini 
Publication date: 9 August 2018
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://eprints.whiterose.ac.uk/113052/1/HTA_JEDC_R2.pdf
Recommendations
- A Bayesian decision theoretic model of sequential experimentation with delayed response
- Acquisition of project-specific assets with Bayesian updating
- Investment timing with incomplete information and multiple means of learning
- Investment Timing Under Incomplete Information
- Optimal investment and abandonment decisions for projects with construction uncertainty
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- OPTIMAL STOPPING WITH DELAYED INFORMATION
- The Optimal Level of Experimentation
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- Acquisition of project-specific assets with Bayesian updating
- Group Sequential Tests for Delayed Responses (with discussion)
Cited In (7)
- Optimal timing of non-pharmaceutical interventions during an epidemic
- Uncertainty over uncertainty in environmental policy adoption: Bayesian learning of unpredictable socioeconomic costs
- On sticky bookmaking as a learning device in horse-racing betting markets
- The impact of operational delay on irreversible investment under Knightian uncertainty
- Acquisition of project-specific assets with Bayesian updating
- Keeping your options open
- Kalman filter approach to real options with active learning
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