Optimal Funding Paths for a Class of Risky R&D Projects
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Publication:4066828
DOI10.1287/mnsc.21.5.491zbMath0308.90006OpenAlexW2064218914WikidataQ113239988 ScholiaQ113239988MaRDI QIDQ4066828
Carole Aldrich, Thomas E. Morton
Publication date: 1975
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.21.5.491
Decision theory (91B06) Trade models (91B60) Hamilton-Jacobi theories (49L99) Existence theories in calculus of variations and optimal control (49J99)
Related Items (6)
Robust optimal R&D investment under technical uncertainty in a regime-switching environment ⋮ On the efficiency of the parallel path R\&D approach: A stochastic game analysis ⋮ Dynamic project selection and funding under risk: A decision tree based MILP approach ⋮ A note on the comparison of two different formulations of a risky R\&D model ⋮ Optimal expenditure patterns of a double-path engineering project ⋮ A note on the analysis of the expected value of perfect information with respect to a class of R\&D projects
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