Dynamic project selection

DOI10.3982/TE2379zbMath1420.91502MaRDI QIDQ4682724

Arina Nikandrova, Romans Pancs

Publication date: 19 September 2018

Published in: Theoretical Economics (Search for Journal in Brave)

zbMATH Keywords

optimal policy(HJB) quasi-variational inequalityinternal capital market

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Auctions, bargaining, bidding and selling, and other market models (91B26) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (4)

Hidden testing and selective disclosure of evidence ⋮ Parallel search for information in continuous time -- optimal stopping and geometry of the PDE ⋮ Control, cost, and confidence: perseverance and procrastination in the face of failure ⋮ Slow persuasion

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