Pages that link to "Item:Q2806358"
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The following pages link to Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358):
Displaying 12 items.
- Irreversible exit decisions under mean-reverting uncertainty (Q403751) (← links)
- A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236) (← links)
- Irreversible investment with Cox-Ingersoll-Ross type mean reversion (Q975940) (← links)
- An integral equation approach for optimal investment policies with partial reversibility (Q2213041) (← links)
- A Knightian irreversible investment problem (Q2247720) (← links)
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
- Generalized Kuhn-Tucker conditions for \(N\)-firm stochastic irreversible investment under limited resources (Q2873857) (← links)
- On Optimization of Long-Term Irreversible Investments in a Diffusion Model (Q4328509) (← 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)
- On a Class of Infinite-Dimensional Singular Stochastic Control Problems (Q4990321) (← links)
- Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold (Q5704213) (← links)