A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236): Difference between revisions

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Latest revision as of 02:30, 9 July 2024

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A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis
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    A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (English)
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    6 October 2014
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    partially reversible investment
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    singular stochastic control
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    zero-sum optimal stopping games
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    free-boundary problems
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    Skorokhod reflection problem
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