On Optimization of Long-Term Irreversible Investments in a Diffusion Model (Q4328509)
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scientific article; zbMATH DE number 1734162
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Optimization of Long-Term Irreversible Investments in a Diffusion Model |
scientific article; zbMATH DE number 1734162 |
Statements
On Optimization of Long-Term Irreversible Investments in a Diffusion Model (English)
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25 April 2002
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optimal control of investments
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Bellman equation
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smooth pasting conditions
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utility function
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profit function
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Bessel functions
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Kummer functions
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hypergeometric functions
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0.90786517
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0.89899176
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0.89595836
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0.8873682
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0.88632846
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