Sequential capacity expansion options
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Cites work
- A Class of Solvable Stochastic Investment Problems Involving Singular Controls
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- scientific article; zbMATH DE number 3126094 (Why is no real title available?)
- scientific article; zbMATH DE number 3751685 (Why is no real title available?)
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Cited in
(28)- A path-dependent contingent-claims approach to capacity investments
- Economic investment times for capacity expansion problems
- Capacity expansion with alternative technology choices
- Capacity investment choices under cost heterogeneity and output flexibility in oligopoly
- Modelling and computation of optimal multiple investment timing in multi-stage capacity expansion infrastructure projects
- Regression Monte Carlo for impulse control
- Leaving well-worn paths: reversal of the investment-uncertainty relationship and flexible biogas plant operation
- Management of online server congestion using optimal demand throttling
- Valuing switching options with the moving-boundary method
- Does performance-sensitive debt mitigate debt overhang?
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