Optimality Criteria for Investment Projects Under Uncertainty

DOI10.1007/0-306-47648-7_13zbMATH Open1211.91158OpenAlexW10422773MaRDI QIDQ2999087

S. A. Smolyak

Publication date: 11 May 2011

Published in: Nonconvex Optimization and Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/0-306-47648-7_13

zbMATH Keywords

evaluationefficiencyaxiomaticscomparison criteriainvestment projectexpected effectvarious types of uncertainty

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Corporate finance (dividends, real options, etc.) (91G50)

Recommendations

• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Optimal investment with two-factor uncertainty 👍 👎
• Multicriterial investment problem in conditions of uncertainty and risk 👍 👎
• Optimal investment under operational flexibility, risk aversion, and uncertainty 👍 👎
• Choosing among alternative discrete investment projects under uncertainty 👍 👎
• Characterization of optimal solutions of uncertainty investment problem 👍 👎
• Optimal investment and abandonment decisions for projects with construction uncertainty 👍 👎
• Optimal investment under model uncertainty in nondominated models 👍 👎

This page was built for publication: Optimality Criteria for Investment Projects Under Uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2999087)