OPTIMAL EXIT FROM A DETERIORATING PROJECT WITH NOISY RETURNS

DOI10.1017/S0269964805050187zbMath1108.60034OpenAlexW2170257024MaRDI QIDQ5315623

Reade Ryan, Steven A. Lippman

Publication date: 9 September 2005

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964805050187

zbMATH Keywords

Brownian motionexit timeoptimal stopping timeinvestment projectcumulative return

Mathematics Subject Classification ID

Related Items (3)

OPTIMAL MARKDOWN PRICING STRATEGY WITH DEMAND LEARNING ⋮ PREVENTION OF CATASTROPHIC FAILURES WITH WEAK FOREWARNING SIGNALS ⋮ When to Abandon a Research Project and Search for a New One

Cites Work

• OPTIMAL EXIT FROM A PROJECT WITH NOISY RETURNS

This page was built for publication: OPTIMAL EXIT FROM A DETERIORATING PROJECT WITH NOISY RETURNS