Irreversible investment problems

DOI10.1007/S007800050013zbMath0957.60085OpenAlexW2156374236MaRDI QIDQ1584199

Anders Øksendal

Publication date: 1 November 2000

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10852/42684

zbMATH Keywords

Feller processesoptimal stochastic controlirreversible investmentsmonotone increasing controls

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Transition functions, generators and resolvents (60J35)

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