Pages that link to "Item:Q5494908"
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The following pages link to Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank--El Karoui Representation Theorem (Q5494908):
Displaying 20 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)
- Continuous-time public good contribution under uncertainty: a stochastic control approach (Q2013930) (← links)
- Irreversible capital accumulation with economic impact (Q2013934) (← links)
- On a stochastic representation theorem for Meyer-measurable processes (Q2077325) (← links)
- Stochastic representation under \(g\)-expectation and applications: the discrete time case (Q2084896) (← links)
- A Knightian irreversible investment problem (Q2247720) (← links)
- On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528) (← 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)
- 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)
- Optimal Trading Policies for Wind Energy Producer (Q4635251) (← links)
- Optimal Installation of Solar Panels with Price Impact: A Solvable Singular Stochastic Control Problem (Q5012330) (← links)
- Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria (Q5111069) (← 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)
