On a Stochastic, Irreversible Investment Problem.

Maria B. Chiarolla Ulrich G. Haussmann

Published in: SIAM J. Control. Optim. (2009)

Keyphrases

decision making
monte carlo
real world
stochastic programming
return on investment
database
databases
artificial intelligence
information systems
multiscale
dynamic programming
long run
stochastic optimization
stochastic models
real option
stochastic nature