On a Stochastic, Irreversible Investment Problem (Q3557931)

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On a Stochastic, Irreversible Investment Problem
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    title
    On a Stochastic, Irreversible Investment Problem (English)
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    DOI
    10.1137/070703880
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    author
    Maria B. Chiarolla
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    Ulrich G. Haussmann
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    publication date
    28 April 2010
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    Mathematics Subject Classification ID
    91G50
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    93E20
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    60G40
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    91G80
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    zbMATH DE Number
    5702442
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    zbMATH Keywords
    irreversible investment
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    singular stochastic control
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    moving free boundary
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    optimal stopping
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    instantaneous stopping equation
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