Optimal regime switching under risk aversion and uncertainty
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Cites work
- Adoption of uncertain multi-stage technology projects: a real options approach
- Choosing among alternative discrete investment projects under uncertainty
- Duopolistic competition under risk aversion and uncertainty
- Innovations, improvements, and the optimal adoption of new technologies
- Investment and capacity choice under uncertain demand
- Investment and the Valuation of Firms When There is an Option to Shut Down
- Irreversible investment in alternative projects
- Optimal investment under operational flexibility, risk aversion, and uncertainty
- Optimal risk adoption: a real options approach
- Optimal timing of technology adoption
- Real options with constant relative risk aversion
- Risk Aversion in the Small and in the Large
- Strategic investment in technological innovations
- Strategic technology adoption taking into account future technological improvements: a real options approach
- Technological expectations and adoption of improved technology
- Technology adoption, learning-by-doing, and economic growth
- The net present value method versus the option value of waiting: A note on Farzin, Huisman and Kort (1998)
- The timing of technology adoption by a cost-minimizing firm.
- Valuing the option to invest in an incomplete market
- When is it better to wait for a new version? Optimal replacement of an emerging technology under uncertainty
Cited in
(14)- Rescaling-contraction with a lower cost technology when revenue declines
- A stochastic model with interacting managerial operating options and debt rescheduling
- Existence of value functions of differential games with incomplete information in partially order spaces
- Stochastic impulse control with regime-switching dynamics
- Strategic technology switching under risk aversion and uncertainty
- Optimal R\&D investment problem with regime-switching
- Optimal decision policy for real options under general Markovian dynamics
- Optimal regime switching and threshold effects
- Capacity optimization under uncertainty: the impact of operational time lags
- Multi-objective mean-variance-skewness model for nonconvex and stochastic optimal power flow considering wind power and load uncertainties
- Robust optimal R\&D investment under technical uncertainty in a regime-switching environment
- Markov perfect equilibria in multi-mode differential games with endogenous timing of mode transitions
- An equilibrium model of the supply chain network under multi-attribute behaviors analysis
- Selecting a new technology strategy using multiattribute, multilevel decision trees
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