Pages that link to "Item:Q2258528"
From MaRDI portal
The following pages link to On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528):
Displaying 26 items.
- An irreversible investment problem with maintenance expenditure on a finite horizon: free boundary analysis (Q289517) (← links)
- Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs (Q320103) (← links)
- A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236) (← links)
- Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects (Q846454) (← links)
- Continuous-time public good contribution under uncertainty: a stochastic control approach (Q2013930) (← links)
- On a stochastic representation theorem for Meyer-measurable processes (Q2077325) (← links)
- Modelling information flows by Meyer-\( \sigma \)-fields in the singular stochastic control problem of irreversible investment (Q2240480) (← links)
- A Knightian irreversible investment problem (Q2247720) (← links)
- Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
- Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358) (← links)
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
- Optimal Boundary Surface for Irreversible Investment with Stochastic Costs (Q4595959) (← links)
- Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715) (← links)
- Sequential Capacity Expansion Options (Q4971576) (← links)
- On a Class of Infinite-Dimensional Singular Stochastic Control Problems (Q4990321) (← links)
- Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations (Q5055366) (← links)
- Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005) (← links)
- A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (Q5254904) (← links)
- On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions (Q5280245) (← links)
- Saddle points for maximin investment problems with observable but non-predictable parameters: solution via heat equation† (Q5427771) (← links)
- Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold (Q5704213) (← links)
- A reversible investment problem with capacity and demand in finite horizon: free boundary analysis (Q6490243) (← links)
- An irreversible investment problem with demand on a finite horizon: the optimal investment boundary analysis (Q6495284) (← links)
- Zero-sum stopper versus singular-controller games with constrained control directions (Q6576865) (← links)
- Stopper vs. singular controller games with degenerate diffusions (Q6657499) (← links)
