An irreversible investment problem with maintenance expenditure
type: Item
instance of: scholarly article
zbMATH Open document ID: 1246.93126
DOI: 10.1137/100799484
author: Kazuhito Kawaguchi
author: Hiroaki Morimoto
published in: SIAM Journal on Control and Optimization
publication date: 2012-09-12T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 60J70
Mathematics Subject Classification ID: 49J40
zbMATH DE Number: 6081251
zbMATH Keywords: optimal investment problem
zbMATH Keywords: tochastically growing capital productivity
zbMATH Keywords: variational inequality
zbMATH Keywords: investment-maintenance
zbMATH Keywords: viscosity solution
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1137/100799484
OpenAlex ID: W2067566864
title: An irreversible investment problem with maintenance expenditure
description: scientific article; zbMATH DE number 6081251