Pages that link to "Item:Q4311571"
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The following pages link to A Class of Solvable Stochastic Investment Problems Involving Singular Controls (Q4311571):
Displaying 27 items.
- Inference in a synchronization game with social interactions (Q301960) (← links)
- On irreversible investment (Q484203) (← links)
- Irreversible capital accumulation under interest rate uncertainty (Q604806) (← links)
- Optimal capital accumulation under price uncertainty and costly reversibility (Q647668) (← links)
- A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236) (← links)
- A finite horizon optimal switching problem with memory and application to controlled SDDEs (Q784786) (← links)
- Solving singular control from optimal switching (Q945041) (← links)
- A singular control model with application to the goodwill problem (Q952745) (← links)
- Solution of a two-dimensional stochastic investment problem (Q1294193) (← links)
- Singular stochastic control in the presence of a state-dependent yield structure (Q1411892) (← links)
- Optimal asset liquidation with multiplicative transient price impact (Q1630423) (← links)
- Approximating diffusion reflections at elastic boundaries (Q1663750) (← links)
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
- Connections between optimal stopping and singular stochastic control (Q1807267) (← links)
- On solvability of a two-sided singular control problem (Q1935958) (← links)
- Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
- Irreversible capital accumulation with economic impact (Q2013934) (← links)
- A Knightian irreversible investment problem (Q2247720) (← links)
- On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528) (← links)
- Optimal partially reversible investment with entry decision and general production function (Q2485848) (← links)
- A MODEL FOR THE LONG-TERM OPTIMAL CAPACITY LEVEL OF AN INVESTMENT PROJECT (Q3005956) (← links)
- Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715) (← links)
- A class of solvable singular stochastic control problems (Q4700350) (← links)
- Sequential Capacity Expansion Options (Q4971576) (← links)
- A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (Q5254904) (← links)
- Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times (Q5415095) (← links)
- Optimal environment management in the presence of irreversibilities (Q5931248) (← links)