This is a trickier one to pull off, but I do think it's worth bringing up as it has the potential to solve quite a few problems. Foreign investment has always been a thing, and allowed for resources in underdeveloped nations to be exploited where they probably wouldn't have been before, making those resources available to the world. One of the problems in the game now is that the AI doesn't have the ability to truly utilize its resources the way a player can. Nations that have an abundance of underutilized resources are simply left unavailable unless you conquer them to make use of them, and this can often lead to world market shortages unless your country is able to produce enough to make up for it. Rubber is by far the best example I can use here.
There are a few countries with notable rubber locations, but very few of those are actually being used. Even Malaysia, the rubber king, has a huge portion of it's locations untapped. Due to their weaker economy, and the general AI inability to build up their own resources adequately, this is slow to be fixed if it's fixed at all and if a rubber shortage hits the world market, the player's only options are to produce massive amounts of synthetic rubber to make up for it, or make the effort to go conquer them so that they can properly develop those resources in the first place.
But that's where foreign investment should come in. And I'll confess, it would primarily be a tool for the player as, again, teaching the AI how and when to do it would be difficult. I did give some suggestions for AI industrial expansion in another thread, and I do think it could be taught to do this too, but that's a far off thing in my mind and I think allowing the player an option to develop resources beyond their borders would allow them an opportunity to improve production without having to go on a conquest spree to do so.
The fundamental requirement to do this, and also the biggest obstacle due to the work I imagine would be required to make it happen, would be finding a way to tag a building as another nations property without changing hex ownership. That nation would have, let's say, a 10 year lease on the building and for that duration would be responsible for the expenses from maintenance as well as resource inputs for the facility to function, and in turn would be awarded with the building's output. The receiving nation would get little at first, except being the beneficiary of the development that will be fully theirs after that 10 year period without requiring them to actually fund the construction in the first place. This wouldn't have much of a penalty for players that play shorter games because they're unlikely to play that 10 year period through fully in the first place so they'll simply get the benefits of being able to build in an area where it's cheaper to produce those goods. As you can imagine, this would be a very valuable feature throughout the SR series representing jobs being sent overseas as the US might decide it's more profitable to build in China and take advantage of their cheap labor and lower costs than it is to build those same goods in America where it's both more expensive and will also drive inflation up at the same time.
Another thing I think it would be important for is infrastructure building. Let's say I'm doing a fine job as Germany. I've got both the French and Russians under control, but my Austrian and Turkish allies are struggling, and I want to send them help. If you implement rail systems, then it'll be a very simple thing for me to send my forces throughout Germany without much issue, but how am I possibly going to be able to realistically help either of them with their underdeveloped infrastructures and poor supply networks? Solution, allowing me to build rail network and supply depots in their territory which will make it feasible. Again, just like before, tagging the buildings as mine and so I would bare the full expense of them for 10 years, but making it entirely feasible for me to now transport armies into their territory and to save their bacon.
That being said, there should be restrictions. For one, opinion should matter a lot. Germany wanting to build rail and supply in Austria or Turkey is one thing, but there's no way Russia would be ok with me building rail in their territory before the war only for me to be able to benefit from it as I push into their territory. (Which actually brings up the point of being able to destroy road/rail once again, as that was a very realistic issue for this period of time, perhaps making it so that any hex you take from the enemy which has a rail in it has a chance of being destroyed when you take control over it to represent the enemy destroying it to prevent you using it, that way the AI benefits the same way as the player, without having to teach the AI when it should and shouldn't destroy it manually). Also, the tag which signals a countries ownership should be broken with a declaration of war, so it's unwise to build a bunch of resources and industrial infrastructure in a territory where you're not certain they'll be remaining friendly towards you.
It's true that this does have some potential for abuse, but the fact that the player would be having to pay for every construction they start and can only do it in nations friendly to them would limit that I think. Any thoughts?
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