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When can Itô be not optimal to adopt a new technology? a viability theory solution to a two-stage optimal control problem of new technology adoption - MaRDI portal

When can Itô be not optimal to adopt a new technology? a viability theory solution to a two-stage optimal control problem of new technology adoption (Q2857154)

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scientific article; zbMATH DE number 6221602
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English
When can Itô be not optimal to adopt a new technology? a viability theory solution to a two-stage optimal control problem of new technology adoption
scientific article; zbMATH DE number 6221602

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    31 October 2013
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    technology adoption
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    value function
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    viability kernel
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    viscosity solutions
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    two-stage optimal control
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    When can Itô be not optimal to adopt a new technology? a viability theory solution to a two-stage optimal control problem of new technology adoption (English)
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