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

Variational and other types of inequalities involving nonlinear operators (general) (47J20) Variational inequalities (49J40) Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85) Optimal stochastic control (93E20) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

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An irreversible investment problem with maintenance expenditure on a finite horizon: free boundary analysis
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