Irreversible investment, operating flexibility, and time lags

DOI10.1142/S0217595910002685MaRDI QIDQ3566773zbMATH OpenFDO

Authors Ryuta Takashima, Makoto Goto, Motoh Tsujimura

Publication date 10 June 2010

Published in Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0217595910002685

zbMATH Keywords

investment and operation under uncertaintyreal optionstime lag

Mathematics Subject Classification ID

Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10) Financial applications of other theories (91G80)

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• scientific article; zbMATH DE number 176009

Cites work

• A model of sequential investment
• A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping
• Entry and exit decisions based on a discount factor approach
• Optimal partially reversible investment with entry decision and general production function
• Optimal Policies for Economic Stabilization
• Valuation and Optimal Operation of Electric Power Plants in Competitive Markets

Cited in

(10)

• Disincentives for cost-reducing investment
• An optimal multiple stopping approach to infrastructure investment decisions
• Capacity optimization under uncertainty: the impact of operational time lags
• Privatization of businesses and flexible investment: a real option approach
• Leaving well-worn paths: reversal of the investment-uncertainty relationship and flexible biogas plant operation
• Irreversible investment in alternative projects
• Investissement et flexibilité organisationnelle
• Sequential capacity expansion options
• Evaluating the optimal timing and capacity of investments in flexible combined heat and power generation for energy-intensive industries
• On supply and network investment in power systems

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