Capacity expansion with exponential jump diffusion processes
From MaRDI portal
Publication:4440449
DOI10.1080/1045112031000155696zbMath1089.90033MaRDI QIDQ4440449
Publication date: 18 December 2003
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1045112031000155696
90B50: Management decision making, including multiple objectives
91B62: Economic growth models
93E20: Optimal stochastic control
60G44: Martingales with continuous parameter
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