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An irreversible investment problem with maintenance expenditure on a finite horizon: free boundary analysis - MaRDI portal

An irreversible investment problem with maintenance expenditure on a finite horizon: free boundary analysis (Q289517)

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scientific article; zbMATH DE number 6587123
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English
An irreversible investment problem with maintenance expenditure on a finite horizon: free boundary analysis
scientific article; zbMATH DE number 6587123

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    An irreversible investment problem with maintenance expenditure on a finite horizon: free boundary analysis (English)
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    30 May 2016
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    irreversible investment
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    maintenance
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    finite horizon
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    singular stochastic control
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    variational inequality
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    free boundary problem
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