Irreversible investment with random delay and partial prepayment

DOI10.1016/J.ORL.2022.06.005OpenAlexW4283580151MaRDI QIDQ2083995

Pengzhan Chen, Yingda Song

Publication date: 17 October 2022

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2022.06.005

zbMATH Keywords

random delayirreversible investmentsunk costsoptimal threshold

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Related Items (1)

A general approximation method for optimal stopping and random delay

Cites Work

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