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The chapter also reviews the resource investment problem for the single-plant product-family resource investment problem under demand level uncertainty.
The Pontryagin maximum principle is applied for analysis of the optimal investment problem.
We consider the capacity portfolio investment problem with flexible machines facing multiple products and demand uncertainty.
The investment problem seems to be more significant today than it was several decades ago.
The American investment problem varies by industry and even by company.
We present a dynamic model of venture capital financing, described as a sequential investment problem with uncertain outcome.
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So, this two-period model is representative of a wide category of technology investment problems: one first invests in capacities, then gets some extra information, and eventually uses capacities dependent on the displayed information.
Mr. Holbein said that Louisiana's investment problems were unforeseeable.
Investment problems may have already led some insurers to raise premiums.
We investigate periodic investment problems under a Black Scholes market with stochastic drift.
Sensitivity analysis in investment problems is an important tool to determine which factors can jeopardize the future of the investment.
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