On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528): Difference between revisions

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Latest revision as of 17:41, 9 July 2024

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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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