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A diffusion process model for the optimal investment strategies of an R & D project - MaRDI portal

A diffusion process model for the optimal investment strategies of an R & D project (Q3882174)

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A diffusion process model for the optimal investment strategies of an R & D project
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    A diffusion process model for the optimal investment strategies of an R & D project (English)
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    1980
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    diffusion process model
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    optimal investment strategies
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    R \& D project
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    research and development
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    changing project status
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    finance
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    discounted return criterion
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    second order non-linear differential equation
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    non-homogeneous comound Poisson process
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    diffusion approximation
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    optimal control
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