Optimal Boundary Surface for Irreversible Investment with Stochastic Costs (Q4595959)
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scientific article; zbMATH DE number 6816359
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Boundary Surface for Irreversible Investment with Stochastic Costs |
scientific article; zbMATH DE number 6816359 |
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Optimal Boundary Surface for Irreversible Investment with Stochastic Costs (English)
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7 December 2017
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irreversible investment
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singular stochastic control
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optimal stopping
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free-boundary problems
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nonlinear integral equations
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