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Modelling and computation of optimal multiple investment timing in multi-stage capacity expansion infrastructure projects - MaRDI portal

Modelling and computation of optimal multiple investment timing in multi-stage capacity expansion infrastructure projects (Q2076434)

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scientific article; zbMATH DE number 7475192
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English
Modelling and computation of optimal multiple investment timing in multi-stage capacity expansion infrastructure projects
scientific article; zbMATH DE number 7475192

    Statements

    Modelling and computation of optimal multiple investment timing in multi-stage capacity expansion infrastructure projects (English)
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    16 February 2022
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    multi-stage infrastructure projects
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    investment timing
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    limited capacity
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    optimal multiple stopping time
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    finite difference
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    multi-least squares Monte Carlo simulation
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