An application of infinite horizon stochastic dynamic programming in multi-stage project investment decision-making
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- Type
- article
- Published
- 2012-04-02
- Cited by
- 3
- References
- 28
- OpenAlex
- https://openalex.org/W2028471477
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:153849499
Keywords
Stochastic programming, Dynamic programming, Investment (military), Computer science, Horizon
References
- Strategic capital investment decision-making: A role for emergent analysis tools?: A study of practice in large UK manufacturing companies
- Dynamic Programming and Optimal Control, Two Volume Set
- Optimization of conditional value-at risk
- Use and benefits of tools for project risk management
- A probabilistic dynamic programming model of rape seed harvesting
- Investment Under Uncertainty.
- Infinite-horizon dynamic programming and application to management of economies effected by random natural hazards
- Infinite-Horizon Dynamic Programming Models - A Planning-Horizon Formulation
- CVaR models with selective hedging for international asset allocation
- A stochastic dynamic model for optimal timing of investments in new generation capacity in restructured power systems
- A dynamic programming algorithm on Project-Gang investment decision-making
- Equipment replacement analysis with an uncertain finite horizon
- Mathematical models for the television advertising allocation problem
- Application of Dynamic Programming Model in Stock Portfolio—under the Background of the Subprime Mortgage Crisis
- Scheduling resource-constrained projects using branch and bound and parallel computing techniques
- Infinite Horizon Investment—Consumption Policies
- Discounted Dynamic Programming
- Technology choice under several uncertainty sources
- Recursive methods in economic dynamics
- Dynamic programming to determine optimum investments in information technology on dairy farms
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