Optimal entry to an irreversible investment plan with non convex costs (Q1687372)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal entry to an irreversible investment plan with non convex costs |
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Optimal entry to an irreversible investment plan with non convex costs (English)
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29 December 2017
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continuous-time inventory
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optimal stopping
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singular stochastic control
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irreversible investment
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Ornstein-Uhlenbeck price process
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