The explicit solution to a sequential switching problem with non-smooth data (Q3585324): Difference between revisions

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+Q3150773
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+Optimal Switching in an Economic Activity under Uncertainty
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+Sequential entry and exit decisions with an ergodic performance criterion
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+Pricing Asset Scheduling Flexibility using Optimal Switching
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+Entry and Exit Decision Problem with Implementation Delay
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+ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT
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+A Finite Horizon Optimal Multiple Switching Problem
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+A model for investment decisions with switching costs.
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+Optimal partially reversible investment with entry decision and general production function
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+Connections between Singular Control and Optimal Switching
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+On the Starting and Stopping Problem: Application in Reversible Investments
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+The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure
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+A Model for Investments in the Natural Resource Industry with Switching Costs
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+Explicit Solution to an Optimal Switching Problem in the Two‐Regime Case
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+On the Smooth-Fit Property for One-Dimensional Optimal Switching Problem
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+A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping
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