Modelling and computation of optimal multiple investment timing in multi-stage capacity expansion infrastructure projects
DOI10.3934/jimo.2020154zbMath1499.49017OpenAlexW3097756417MaRDI QIDQ2076434
Yu Li, Jinghuan Li, Shuhua Zhang
Publication date: 16 February 2022
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2020154
finite differencelimited capacityinvestment timingmulti-least squares Monte Carlo simulationmulti-stage infrastructure projectsoptimal multiple stopping time
Monte Carlo methods (65C05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Existence theories for optimal control problems involving partial differential equations (49J20)
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Cites Work
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