A Model for Investments in the Natural Resource Industry with Switching Costs
From MaRDI portal
Publication:5704048
DOI10.1287/moor.26.4.637.10008zbMath1082.90537OpenAlexW2074635367MaRDI QIDQ5704048
Publication date: 11 November 2005
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.26.4.637.10008
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (15)
An investment model with switching costs and the option to abandon ⋮ An optimal multiple stopping approach to infrastructure investment decisions ⋮ Management of online server congestion using optimal demand throttling ⋮ Thinning and harvesting in stochastic forest models ⋮ Stochastic maximum principle for partial information optimal control problem of forward-backward systems involving classical and impulse controls ⋮ Boolean-controlled systems via receding horizon and linear programing ⋮ Stochastic impulse control with regime-switching dynamics ⋮ The explicit solution to a sequential switching problem with non-smooth data ⋮ Optimal exit strategies for investment projects ⋮ On an optimal extraction problem with regime switching ⋮ Sequential entry and exit decisions with an ergodic performance criterion ⋮ Finite-Horizon Optimal Multiple Switching with Signed Switching Costs ⋮ Analysis of production decisions under budget limitations ⋮ Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case ⋮ BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES
This page was built for publication: A Model for Investments in the Natural Resource Industry with Switching Costs
