Pages that link to "Item:Q2485848"

The following pages link to Optimal partially reversible investment with entry decision and general production function (Q2485848):

Displaying 31 items.

• On singular control problems with state constraints and regime-switching: a viscosity solution approach (Q290828) (← links)
• Parabolic variational inequality with parameter and gradient constraints (Q641654) (← links)
• A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236) (← links)
• On the singular control of exchange rates (Q827148) (← links)
• A mixed singular/switching control problem for a dividend policy with reversible technology investment (Q930682) (← links)
• Solving singular control from optimal switching (Q945041) (← links)
• Switching problem and related system of reflected backward SDEs (Q963029) (← links)
• Optimal entry to an irreversible investment plan with non convex costs (Q1687372) (← links)
• On solvability of a two-sided singular control problem (Q1935958) (← links)
• A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
• Irreversible capital accumulation with economic impact (Q2013934) (← links)
• MFGs for partially reversible investment (Q2145812) (← links)
• On an ergodic two-sided singular control problem (Q2156349) (← links)
• Approximating Nash equilibrium for production control with sticky price (Q2157904) (← links)
• An integral equation approach for optimal investment policies with partial reversibility (Q2213041) (← links)
• Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
• Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
• Optimal liquidity management and hedging in the presence of a non-predictable investment opportunity (Q2452156) (← links)
• Optimal dividend policy and growth option (Q2463700) (← links)
• BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244) (← links)
• Exit option for a class of profit functions (Q3174920) (← links)
• Optimal strategies in a risky debt context (Q3396068) (← links)
• IRREVERSIBLE INVESTMENT, OPERATING FLEXIBILITY, AND TIME LAGS (Q3566773) (← links)
• The explicit solution to a sequential switching problem with non-smooth data (Q3585324) (← links)
• Pricing Asset Scheduling Flexibility using Optimal Switching (Q3617303) (← links)
• Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game (Q4625002) (← links)
• Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005) (← links)
• Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
• Interbank lending with benchmark rates: Pareto optima for a class of singular control games (Q6054384) (← links)
• Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260) (← links)
• A reversible investment problem with capacity and demand in finite horizon: free boundary analysis (Q6490243) (← links)