Optimal choice of production capacity in a random market

DOI10.1080/17442509508834020zbMath0879.90027OpenAlexW1972691053MaRDI QIDQ4357815

Halvard Arntzen

Publication date: 28 September 1997

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509508834020

zbMATH Keywords

optimal investmentreflected diffusionoptimal choice of production capacitysingular finite variation controlsunpredictable market

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Optimal stochastic control (93E20)

Related Items (1)

Irreversible capital accumulation with economic impact

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