On a Stochastic, Irreversible Investment Problem (Q3557931): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Stochastic, Irreversible Investment Problem |
scientific article |
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On a Stochastic, Irreversible Investment Problem (English)
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28 April 2010
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irreversible investment
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singular stochastic control
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moving free boundary
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optimal stopping
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instantaneous stopping equation
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