Optimal entry to an irreversible investment plan with non convex costs (Q1687372): Difference between revisions
From MaRDI portal
Latest revision as of 21:12, 14 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal entry to an irreversible investment plan with non convex costs |
scientific article |
Statements
Optimal entry to an irreversible investment plan with non convex costs (English)
0 references
29 December 2017
0 references
continuous-time inventory
0 references
optimal stopping
0 references
singular stochastic control
0 references
irreversible investment
0 references
Ornstein-Uhlenbeck price process
0 references
0 references
0 references
0 references
0 references