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Optimal partially reversible investment with entry decision and general production function - MaRDI portal

Optimal partially reversible investment with entry decision and general production function (Q2485848)

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Optimal partially reversible investment with entry decision and general production function
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    Optimal partially reversible investment with entry decision and general production function (English)
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    5 August 2005
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    Singular stochastic control
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    Optimal stopping
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    Viscosity solutions
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    Skorokhod problem
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