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On a Stochastic, Irreversible Investment Problem - MaRDI portal

On a Stochastic, Irreversible Investment Problem (Q3557931)

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On a Stochastic, Irreversible Investment Problem
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    On a Stochastic, Irreversible Investment Problem (English)
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    28 April 2010
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    irreversible investment
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    singular stochastic control
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    moving free boundary
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    optimal stopping
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    instantaneous stopping equation
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