Revisiting corporate growth options in the presence of state-dependent cashflow risk.

Alessandro Sbuelz Marco Caliari

Published in: Eur. J. Oper. Res. (2012)

Keyphrases

state dependent
steady state
queueing networks
optimal policy
stationary distribution
single server
product form
arrival rate
markov chain
queue length
asymptotically optimal
service rates
customer demand
long run
markov decision processes
tabu search
random walk
inventory level
higher order
search space