Optimal investment and location decisions of a firm in a flood risk area using impulse control theory.
Johanna GramesDieter GrassPeter M. KortAlexia PrskawetzPublished in: Central Eur. J. Oper. Res. (2019)
Keyphrases
- sufficient conditions
- control theory
- investment decisions
- decision making
- optimal capacity
- decision makers
- communication delays
- dynamic programming
- optimal portfolio
- dynamical systems
- control law
- multi objective
- optimal control
- portfolio optimization
- real option
- impulse noise
- investment strategies
- variable structure
- experimental data
- multi modal