A generalized complementarity approach to solving real option problems

Mathematics

• Real Options 100%
• Complementarity 72%
• Generalized Complementarity Problem 12%
• Robust Algorithm 11%
• Complementarity Problem 10%
• Computational Algorithm 9%
• Mathematical Programming 8%
• Optimality Conditions 8%
• Efficient Algorithms 7%
• Uncertainty 7%
• Dynamical system 6%
• Range of data 5%

Business & Economics

• Complementarity 67%
• Real Options 60%
• Linear Complementarity Problem 18%
• Investment under Uncertainty 17%
• Optimality Conditions 15%
• Dynamical Systems 15%
• Mathematical Programming 12%

Engineering & Materials Science

• Mathematical programming 34%
• Dynamical systems 24%
• Uncertainty 18%