Strategic capital budgeting: Asset replacement under market uncertainty

DOI10.1007/S00291-003-0137-3zbMath1031.91062OpenAlexW3122182324MaRDI QIDQ1412164

Grzegorz Pawlina, Peter M. Kort

Publication date: 9 November 2003

Published in: OR Spectrum (Search for Journal in Brave)

Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/43754/1/ors2003.pdf

zbMATH Keywords

Capital budgetingReal optionsCournot duopolyFirst passage timeProduct market uncertainty

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Applications of game theory (91A80) Production theory, theory of the firm (91B38) Stochastic games, stochastic differential games (91A15)

Related Items (3)

Stepwise investment and capacity sizing under uncertainty ⋮ Strategic investment under uncertainty: a synthesis ⋮ On the efficiency of hurdle rate-based coordination mechanisms

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