On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528): Difference between revisions
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English | On an integral equation for the free-boundary of stochastic, irreversible investment problems |
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On an integral equation for the free-boundary of stochastic, irreversible investment problems (English)
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26 February 2015
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integral equation
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free-boundary
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irreversible investment
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singular stochastic control
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optimal stopping
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one-dimensional diffusion
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Bank and El Karoui's representation theorem
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base capacity
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