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Capacity investment choices under cost heterogeneity and output flexibility in oligopoly

Chevalier-Roignant, Benoît; Flath, Christoph; Kort, … - In: European journal of operational research : EJOR 290 (2021) 3, pp. 1154-1173

Persistent link: https://www.econbiz.de/10012495265

Optimal consumption and investment with independent stochastic labor income

Bensoussan, Alain; Park, Seyoung - In: Mathematics of operations research 50 (2025) 1, pp. 356-389

Persistent link: https://www.econbiz.de/10015211707

The impact of competitive advantage on the investment timing in Stackelberg leader-follower game

Hoe, SingRu; Yan, Zhongfeng; Bensoussan, Alain - In: The engineering economist : a journal devoted to the … 63 (2018) 3, pp. 236-249

Persistent link: https://www.econbiz.de/10011937543

Optimal Consumption and Investment with Independent Stochastic Labor Income

Bensoussan, Alain; Park, Seyoung - 2023

We develop a new dynamic continuous-time model of optimal consumption and investment to include independent stochastic labor income. We reduce the problem of solving the Bellman equation to a problem of solving an integral equation. We then explicitly characterize the optimal consumption and...

Persistent link: https://www.econbiz.de/10014253923

Optimisation simultanée des investissements et des moyens de financement

Bensoussan, A. - 1973

Persistent link: https://www.econbiz.de/10000675399