Dynamic investment strategies with demand-side and cost-side risks
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Publication:603054
DOI10.1016/j.amc.2010.04.065zbMath1198.91223MaRDI QIDQ603054
Andrea Gaunersdorfer, Engelbert J. Dockner
Publication date: 5 November 2010
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2010.04.065
demand-side and cost-side risks; dynamic investment strategies; market structure and investment policies; real options and firm value
91B38: Production theory, theory of the firm
91B32: Resource and cost allocation (including fair division, apportionment, etc.)
91G50: Corporate finance (dividends, real options, etc.)
Cites Work
- Preemption and Rent Equalization in the Adoption of New Technology
- Investment and the Valuation of Firms When There is an Option to Shut Down
- Industry Structure and Cost-Reducing Investment
- On the Efficacy of Nonlinear Control in Uncertain Linear Systems
- Cost-Reducing Investment, Optimal Procurement and Implementation by Auctions