Models for investment capacity expansion
The objective of this thesis is to develop and analyse two stochastic control problems arising in the context of investment capacity expansion. In both problems the underlying market fluctuations are modelled by a geometric Brownian motion. The decision maker’s aim is to determine admissible capacity...
| Main Author: | |
|---|---|
| Published: |
London School of Economics and Political Science (University of London)
2011
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.548125 |