Investment and operational decisions for start-up companies: a game theory and Markov decision process approach

DOI10.1007/s10479-019-03426-5zbMath1480.91303OpenAlexW2981704576WikidataQ126989759 ScholiaQ126989759MaRDI QIDQ2241068

Edgar Possani, Thomas W. Archibald

Publication date: 8 November 2021

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-019-03426-5

zbMATH Keywords

risk analysisMarkov decision processfinancecontract designstart-up finance

Mathematics Subject Classification ID

Applications of game theory (91A80) Markov and semi-Markov decision processes (90C40) Corporate finance (dividends, real options, etc.) (91G50) Contract theory (moral hazard, adverse selection) (91B41)

Related Items (3)

Discounted Markov decision processes with fuzzy costs ⋮ Portfolio optimization managing value at risk under heavy tail return, using stochastic maximum principle ⋮ OR for entrepreneurial ecosystems: a problem-oriented review and agenda

Cites Work

• Venture capital, staged financing and optimal funding policies under uncertainty
• The complementarity effect: effort and sharing in the entrepreneur and venture capital contract
• Financing policies via stochastic control: a dynamic programming approach
• Optimal contingent payment mechanisms and entrepreneurial financing decisions
• Which startup to invest in: a personalized portfolio strategy
• A multi-period game theoretic model of venture capitalists and entrepreneurs
• A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making
• Venture Capital Meets Contract Theory: Risky Claims or Formal Control?*

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