Solution of the Multi-Asset Finite Horizon Investment Renewal Problem

DOI10.1287/MNSC.21.10.1156zbMATH Open0305.90003OpenAlexW2010708776MaRDI QIDQ4062149FDOQ4062149

Authors: R. R. Trippi, Basheer M. Khumawala 

Publication date: 1975

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.21.10.1156

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Decision theory (91B06)

Cited In (2)

• An optimal multi-machine replacement policy in a serially dependent production system
• Capital renewal as a real option

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