Optimal entry to an irreversible investment plan with non convex costs (Q1687372): Difference between revisions

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Latest revision as of 21:12, 14 July 2024

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Optimal entry to an irreversible investment plan with non convex costs
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    Optimal entry to an irreversible investment plan with non convex costs (English)
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    29 December 2017
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    continuous-time inventory
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    optimal stopping
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    singular stochastic control
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    irreversible investment
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    Ornstein-Uhlenbeck price process
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