An investment model with entry and exit decisions

DOI10.1239/jap/1014842558zbMath0959.93058MaRDI QIDQ4519119

Mihail Zervos, J. Kate Duckworth

Publication date: 19 April 2001

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1014842558

zbMATH Keywords

production scheduling; optimal stopping; stochastic control; mathematical finance; investment models; real assets

Mathematics Subject Classification ID

91B06: Decision theory

49L20: Dynamic programming in optimal control and differential games

90B50: Management decision making, including multiple objectives

91B70: Stochastic models in economics

90B36: Stochastic scheduling theory in operations research

90C39: Dynamic programming

93E20: Optimal stochastic control

93E03: Stochastic systems in control theory (general)

91G50: Corporate finance (dividends, real options, etc.)

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