Pages that link to "Item:Q1367946"

The following pages link to Irreversible investment and industry equilibrium (Q1367946):

Displaying 36 items.

• Strategic investment under uncertainty: a synthesis (Q420884) (← links)
• On irreversible investment (Q484203) (← links)
• Irreversible capital accumulation under interest rate uncertainty (Q604806) (← links)
• Thinning and harvesting in stochastic forest models (Q622230) (← links)
• Optimal capital accumulation under price uncertainty and costly reversibility (Q647668) (← links)
• A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236) (← links)
• Solving singular control from optimal switching (Q945041) (← links)
• Optimal management of durable pollution (Q953794) (← links)
• The effect of mean reversion on entry and exit decisions under uncertainty (Q964582) (← links)
• Investment under uncertainty -- does competition matter? (Q1017017) (← links)
• Uncertainty and stepwise investment (Q1038396) (← links)
• Irreversible investment under uncertainty in oligopoly (Q1128637) (← links)
• Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
• Irreversible investment in oligopoly (Q1761438) (← links)
• Connections between optimal stopping and singular stochastic control (Q1807267) (← links)
• Timing of investments in oligopoly under uncertainty: a framework for numerical analysis (Q1877069) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• Mean-field games of finite-fuel capacity expansion with singular controls (Q2090604) (← links)
• Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
• Finite horizon portfolio selection with durable goods (Q2236188) (← links)
• A Knightian irreversible investment problem (Q2247720) (← links)
• On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528) (← links)
• Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
• Stepwise investment and capacity sizing under uncertainty (Q2362172) (← links)
• The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions (Q2444215) (← links)
• Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358) (← links)
• Analysis of production decisions under budget limitations (Q3108382) (← links)
• On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
• Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715) (← links)
• On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control^† (Q4648585) (← links)
• A GAME MODEL OF IRREVERSIBLE INVESTMENT UNDER UNCERTAINTY (Q4797298) (← links)
• Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005) (← links)
• On an optimal extraction problem with regime switching (Q5215020) (← links)
• An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Q5232239) (← links)
• A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (Q5254904) (← links)
• The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem (Q6180251) (← links)