Irreversible investment with random delay and partial prepayment

DOI10.1016/J.ORL.2022.06.005MaRDI QIDQ2083995zbMATH OpenOpenAlexFDO

Authors Pengzhan Chen, Yingda Song

Publication date 17 October 2022

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2022.06.005

zbMATH Keywords

irreversible investmentoptimal thresholdrandom delaysunk costs

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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Cites work

• An application of genetic algorithm in solving an inventory model with advance payment and interval valued inventory costs
• An elementary approach to optimal stopping problems for AR(1) sequences
• Brownian motion, martingales, and stochastic calculus
• Entry and Exit Decision Problem with Implementation Delay
• Explicit Solution of Inventory Problems with Delivery Lags
• scientific article; zbMATH DE number 5016447 (Why is no real title available?)
• OPTIMAL STOPPING WITH DELAYED INFORMATION
• Optimal stopping with random exercise lag
• Project Scheduling with Discounted Cash Flows and Progress Payments
• Some results on optimal stopping under phase-type distributed implementation delay
• Stochastic differential equations. An introduction with applications.
• The impact of delivery lags on irreversible investment under uncertainty

Cited in

(3)

• The impact of operational delay on irreversible investment under Knightian uncertainty
• A general approximation method for optimal stopping and random delay
• A sequential stopping problem with costly reversibility

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