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A reversible investment problem with capacity and demand in finite horizon: free boundary analysis - MaRDI portal

A reversible investment problem with capacity and demand in finite horizon: free boundary analysis (Q6490243)

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scientific article; zbMATH DE number 7835976
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English
A reversible investment problem with capacity and demand in finite horizon: free boundary analysis
scientific article; zbMATH DE number 7835976

    Statements

    title
    A reversible investment problem with capacity and demand in finite horizon: free boundary analysis (English)
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    author
    Xiaoru Han
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    Fa-huai Yi
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    Jian-Bo Zhang
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    publication date
    23 April 2024
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    zbMATH Keywords
    reversible investment
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    finite horizon
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    singular stochastic control
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    optimal investment boundary
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    optimal disinvestment boundary
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    cites work
    Q3678248
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    Q4354424
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    Q5493564
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    Identifiers

    Mathematics Subject Classification ID
    91G50
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    93E20
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    49J40
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    47J20
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    35K85
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    zbMATH DE Number
    7835976
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    DOI
    10.1137/22M1469547
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