IRREVERSIBLE INVESTMENT, OPERATING FLEXIBILITY, AND TIME LAGS

DOI10.1142/S0217595910002685zbMath1188.91207MaRDI QIDQ3566773

Motoh Tsujimura, Makoto Goto, Ryuta Takashima

Publication date: 10 June 2010

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

real optionstime laginvestment and operation under uncertainty

Mathematics Subject Classification ID

Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Financial applications of other theories (91G80) Portfolio theory (91G10)

Related Items (1)

Capacity optimization under uncertainty: the impact of operational time lags

Cites Work

• Entry and exit decisions based on a discount factor approach
• A model of sequential investment
• Optimal partially reversible investment with entry decision and general production function
• A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping
• Valuation and Optimal Operation of Electric Power Plants in Competitive Markets
• Optimal Policies for Economic Stabilization

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