scientific article; zbMATH DE number 176009
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Publication:4035103
zbMATH Open0782.90008MaRDI QIDQ4035103FDOQ4035103
Authors: T. Ø. Kobila 
Publication date: 18 May 1993
Title of this publication is not available (Why is that?)
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geometric Brownian motionoptimal stoppingstochastic controlirreversibilityinvestment under uncertaintyoptimal value model
Brownian motion (60J65) Economic growth models (91B62) Stochastic systems in control theory (general) (93E03)
Cited In (26)
- Marketable permits in a stochastic dynamic model of the firm
- When and how much to invest? Investment and capacity choice under product life cycle uncertainty
- Optimal capital accumulation under price uncertainty and costly reversibility
- Conditional investment policy under uncertainty and irreversibility
- Optimal partially reversible investment
- Investment, uncertainty, and price stabilization schemes
- Uncertainty and stepwise investment
- Stochastic growth with irreversible investment
- Choosing among alternative discrete investment projects under uncertainty
- Timing of investment under technological and revenue-related uncertainties
- A Knightian irreversible investment problem
- Optimal investment policies for a polluting firm in an uncertain environment
- Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically
- Explicit investment rules with time-to-build and uncertainty
- Solution of a two-dimensional stochastic investment problem
- Preemptive investment under uncertainty
- Irreversible investment, operating flexibility, and time lags
- A model for irreversible investment with construction and revenue uncertainty
- Technology choice under several uncertainty sources
- Privatization of businesses and flexible investment: a real option approach
- On an irreversible investment problem with two-factor uncertainty
- Stochastic control methods and variational formulations in the real options approach to investment
- A Stochastic Model of Investment, Marginal q and the Market Value of the Firm
- OPTIMAL INVESTMENT IN INTERRELATED PROJECTS
- Decision-making on investment capacity
- Investment Analysis Under Uncertainty
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