An irreversible investment problem with demand on a finite horizon: the optimal investment boundary analysis
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Publication:6495284
DOI10.1016/J.CNSNS.2022.106302MaRDI QIDQ6495284
Publication date: 30 April 2024
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Optimal stochastic control (93E20) Portfolio theory (91G10) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
Cites Work
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