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A Knightian irreversible investment problem - MaRDI portal

A Knightian irreversible investment problem (Q2247720)

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A Knightian irreversible investment problem
scientific article

    Statements

    title
    A Knightian irreversible investment problem (English)
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    author
    Giorgio Ferrari
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    Hanwu Li
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    Frank Riedel
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    publication date
    17 November 2021
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    zbMATH Keywords
    irreversible investment
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    Knightian uncertainty
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    singular stochastic control
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    base capacity policy
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    first-order conditions for optimality
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    backward equations
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    cites work
    Q3150773
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    Q4039796
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    Q4357507
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    Q5493564
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    Identifiers

    zbMATH DE Number
    7428686
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    OpenAlex ID
    W3207082380
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    arXiv ID
    2003.14359
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