The interaction of debt financing, cash grants and the optimal investment policy under uncertainty.

Elmar Lukas Sascha Thiergart

Published in: Eur. J. Oper. Res. (2019)

Keyphrases

optimal portfolio
expected cost
decision making
dynamic programming
asymptotically optimal
long run
markov decision
supply chain
uncertain data
long term
user interaction
optimal control
portfolio selection
real option
optimal capacity