On a Stochastic, Irreversible Investment Problem (Q3557931)

From MaRDI portal
Revision as of 01:39, 5 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
On a Stochastic, Irreversible Investment Problem
scientific article

    Statements

    title
    On a Stochastic, Irreversible Investment Problem (English)
    0 references
    author
    Maria B. Chiarolla
    0 references
    Ulrich G. Haussmann
    0 references
    publication date
    28 April 2010
    0 references
    zbMATH Keywords
    irreversible investment
    0 references
    singular stochastic control
    0 references
    moving free boundary
    0 references
    optimal stopping
    0 references
    instantaneous stopping equation
    0 references

    Identifiers

    DOI
    10.1137/070703880
    0 references
    Mathematics Subject Classification ID
    91G50
    0 references
    93E20
    0 references
    60G40
    0 references
    91G80
    0 references
    zbMATH DE Number
    5702442
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3557931&oldid=16947832"
    Powered by MediaWiki