Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold (Q5704213)
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scientific article; zbMATH DE number 2228378
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold |
scientific article; zbMATH DE number 2228378 |
Statements
Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold (English)
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11 November 2005
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irreversible investment
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optimal profit
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singular stochastic control, optimal stopping
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Hamilton-Jacobi-Bellman (HJB) variational inequality
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obstacle problem
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moving free boundary
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