Optimal entry decisions under uncertainty

zbMATH Open1274.91154MaRDI QIDQ4926436FDOQ4926436

Authors: Yong-Chao Zhang, Qing-Long Zhou 

Publication date: 20 June 2013

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• scientific article; zbMATH DE number 1322501

zbMATH Keywords

optimal stopping problemsoptimal entry timevalue of a project

Mathematics Subject Classification ID

Decision theory (91B06) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (17)

• Entry-exit decisions with underlying processes following geometric Lévy processes
• Good timing: the economics of optimal stopping
• OPTIMAL EXIT FROM A DETERIORATING PROJECT WITH NOISY RETURNS
• The effect of mean reversion on entry and exit decisions under uncertainty
• Sequential entry and exit decisions with an ergodic performance criterion
• Entry and exit decisions under uncertainty
• Exit option for a class of profit functions
• Entry-exit decisions with implementation delay under uncertainty.
• Optimal entry and exit decisions under uncertainty and the impact of mean reversion
• Entry and exit decisions based on a discount factor approach
• OPTIMAL EXIT FROM A PROJECT WITH NOISY RETURNS
• A Sequential Entry Problem with Forced Exits
• Optimal timing of partial outsourcing decisions
• An entry-exit model involving construction and abandonment periods
• An investment model with entry and exit decisions
• Optimal entry decision of unemployment insurance under partial information
• Entry and exit decisions with linear costs under uncertainty

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