Explicit investment rules with time-to-build and uncertainty
René Aïd, Salvatore Federico, Huyên Pham, Bertrand Villeneuve
| Year of publication: |
February 2015
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| Authors: | Aïd, René ; Federico, Salvatore ; Pham, Huyên ; Villeneuve, Bertrand |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 51.2015, p. 240-256
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| Subject: | Optimal capacity | Irreversible investments | Singular stochastic control | Time-to-build | Delay equations | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process | Investition | Investment | Entscheidung unter Unsicherheit | Decision under uncertainty | Dynamische Optimierung | Dynamic programming | Risiko | Risk | Volkswirtschaftliche Investitionstheorie | Theory of aggregate investment | Investitionsentscheidung | Investment decision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2014.10.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474400