Funding Criteria for Research, Development, and Exploration Projects
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Publication:3914746
DOI10.2307/1912754zbMATH Open0463.90056OpenAlexW2090117229WikidataQ113221332 ScholiaQ113221332MaRDI QIDQ3914746FDOQ3914746
Authors: Kevin W. S. Roberts, M. L. Weitzman 
Publication date: 1981
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/35160
research and developmentresearch planninggeneral theory of information gathering processesoptimal funding criteria
Cited In (31)
- Discussions on the determinants of R\&D value based upon real options
- Experimentation and project selection: screening and learning
- Optimal learning before choice
- Uncertainty and stepwise investment
- Investment and uncertainty with time to build: evidence from entry into U.S. copper mining
- Multi-task research and research joint ventures
- The option value of advanced R\&D
- Parallel search for information in continuous time -- optimal stopping and geometry of the PDE
- Robust control of the multi-armed bandit problem
- Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
- Optimal production of innovations under uncertainty
- Parallel search for the best alternative
- The impact of idiosyncratic uncertainty when investment opportunities are endogenous
- Optimal investment in development projects
- A perpetual search for talents across overlapping generations: a learning process
- Risk-sensitive optimal exercise strategies of R\&D projects under oligopoly competition
- Real options with unknown-date events
- A model of sequential investment
- Optimal management of an R\&D budget
- Optimal selection of R\&D projects
- Valuing pilot projects in a learning by investing framework: an approximate dynamic programming approach
- Branching bandits: A sequential search process with correlated pay-offs.
- Real R\&D options with time-to-learn and learning-by-doing
- Strategic options in re-engineering of a manufacturing system with uncertain completion time
- Optimal Sequential Investment Decision-Making with Jump Risk
- Optimal dynamic resource allocation to prevent defaults
- The value of the option to `wait and see'
- A note on optimal experimentation under risk aversion
- Resource allocation when projects have ranges of increasing returns
- Optimal expenditure patterns of a double-path engineering project
- Optimal stopping problems in Lévy models with random observations
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