Time-to-build and capacity choice

DOI10.1016/S0165-1889(00)00018-XzbMath0990.91019OpenAlexW2077041264WikidataQ127352378 ScholiaQ127352378MaRDI QIDQ5958788

Avner Bar-Ilan, Agnès Sulem, A. Zanello

Publication date: 3 March 2002

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(00)00018-x

zbMATH Keywords

investmentdemand uncertaintytime-to-build

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Inventory, storage, reservoirs (90B05) Optimal stochastic control (93E20)

Related Items (20)

Explicit investment rules with time-to-build and uncertainty ⋮ A generalized complementarity approach to solving real option problems ⋮ Optimal Sequential Investment Decision-Making with Jump Risk ⋮ An algorithm for evaluating the number of controls in trigger--target models ⋮ A limited-feedback approximation scheme for optimal switching problems with execution delays ⋮ The impact of lead time on capital investments ⋮ Capacity expansion games with application to competition in power generation investments ⋮ Investment flexibility as a barrier to entry ⋮ Investment in two alternative projects with multiple switches and the exit option ⋮ Time-to-build and capacity expansion ⋮ A network of options: evaluating complex interdependent decisions under uncertainty ⋮ Irreversible investments with delayed reaction: an application to generation re-dispatch in power system operation ⋮ Analytical solution for an investment problem under uncertainties with shocks ⋮ Entry and exit decisions based on a discount factor approach ⋮ Real R\&D options with time-to-learn and learning-by-doing ⋮ Investment under uncertainty with price ceilings in oligopolies ⋮ Pricing Asset Scheduling Flexibility using Optimal Switching ⋮ A non-linear approach to Kalecki's investment cycle ⋮ Irreversible investment with fixed adjustment costs: a stochastic impulse control approach ⋮ An impulse control of a geometric Brownian motion with quadratic costs

Cites Work

• Long-term average cost control problems for continuous time Markov processes: A survey
• Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
• Capacity Expansion and Probabilistic Growth
• A Solvable One-Dimensional Model of a Diffusion Inventory System
• Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time
• The joint density of the maximum and its location for a Wiener process with drift
• Explicit Solution of Inventory Problems with Delivery Lags
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