Irreversible capital accumulation with economic impact
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Publication:2013934
DOI10.1007/s00245-016-9341-9zbMath1373.49019OpenAlexW2289950472WikidataQ59614424 ScholiaQ59614424MaRDI QIDQ2013934
Mihail Zervos, Hessah Al Motairi
Publication date: 10 August 2017
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-016-9341-9
variational inequalitymarket modelssingular stochastic controlcapacity expansionirreversible investmentHJB machinery
Variational inequalities (49J40) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Auctions, bargaining, bidding and selling, and other market models (91B26) Hamilton-Jacobi theories (49L99) Existence of optimal solutions to problems involving randomness (49J55)
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