Characterization of the Optimal Boundaries in Reversible Investment Problems (Q2930954): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of the Optimal Boundaries in Reversible Investment Problems |
scientific article |
Statements
Characterization of the Optimal Boundaries in Reversible Investment Problems (English)
0 references
21 November 2014
0 references
singular stochastic control
0 references
optimal capacity
0 references
reversible investment
0 references
viscosity solution
0 references
smooth fit
0 references
