Optimal investment in development projects

DOI10.1016/j.orl.2008.06.011zbMath1151.91509OpenAlexW2052901220MaRDI QIDQ2517786

Uriel G. Rothblum, Boaz Golany

Publication date: 9 January 2009

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

Full work available at URL: https://doi.org/10.1016/j.orl.2008.06.011

zbMATH Keywords

optimal stopping rulesdevelopment projectsoptimal burn rates

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (4)

Finding the optimal opening time of harvesting farmed fishery resources ⋮ Resource allocation in an asymmetric technology race with temporary advantages ⋮ Oligopoly games under asymmetric costs and an application to energy production ⋮ Optimal investment in research and development under uncertainty

Cites Work

• Expenditure patterns and timing of patent protection in a competitive R \& D environment
• Perfect Equilibrium in a Model of a Race
• Optimal R&D programs in a random environment
• A diffusion process model for the optimal investment strategies of an R & D project
• Funding Criteria for Research, Development, and Exploration Projects
• Dynamic investment strategies for a risky R and D project
• Expenditure patterns for risky R and D projects
• Optimal Management of a Research and Development Project

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