Pages that link to "Item:Q4595959"

The following pages link to Optimal Boundary Surface for Irreversible Investment with Stochastic Costs (Q4595959):

Displaying 19 items.

• Continuity of the optimal stopping boundary for two-dimensional diffusions (Q670748) (← links)
• Multidimensional investment problem (Q1702880) (← links)
• Irreversible capital accumulation with economic impact (Q2013934) (← links)
• Optimal investment and abandonment decisions for projects with construction uncertainty (Q2076946) (← links)
• Mean-field games of finite-fuel capacity expansion with singular controls (Q2090604) (← links)
• Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
• Modelling information flows by Meyer-\( \sigma \)-fields in the singular stochastic control problem of irreversible investment (Q2240480) (← links)
• A Knightian irreversible investment problem (Q2247720) (← links)
• Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
• Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
• On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
• On an irreversible investment problem with two-factor uncertainty (Q5079381) (← links)
• Multi-dimensional sequential testing and detection (Q5094575) (← links)
• A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
• Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
• On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)
• A general approximation method for optimal stopping and random delay (Q6178390) (← links)
• A reversible investment problem with capacity and demand in finite horizon: free boundary analysis (Q6490243) (← links)
• An irreversible investment problem with demand on a finite horizon: the optimal investment boundary analysis (Q6495284) (← links)