Modelling information flows by Meyer-\( \sigma \)-fields in the singular stochastic control problem of irreversible investment (Q2240480): Difference between revisions
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Revision as of 06:24, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling information flows by Meyer-\( \sigma \)-fields in the singular stochastic control problem of irreversible investment |
scientific article |
Statements
Modelling information flows by Meyer-\( \sigma \)-fields in the singular stochastic control problem of irreversible investment (English)
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4 November 2021
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irreversible investment with inventory risk
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Làdlàg controls
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Meyer-\( \sigma \)-fields
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stochastic control
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