The following pages link to On irreversible investment (Q484203):
Displayed 25 items.
- An irreversible investment problem with maintenance expenditure on a finite horizon: free boundary analysis (Q289517) (← links)
- Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs (Q320103) (← links)
- A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236) (← links)
- Portfolio selection with consumption ratcheting (Q1657613) (← links)
- Irreversible investment in oligopoly (Q1761438) (← links)
- Continuous-time public good contribution under uncertainty: a stochastic control approach (Q2013930) (← links)
- Portfolio selection with drawdown constraint on consumption: a generalization model (Q2040428) (← links)
- On a stochastic representation theorem for Meyer-measurable processes (Q2077325) (← links)
- Stochastic representation under \(g\)-expectation and applications: the discrete time case (Q2084896) (← links)
- Optimal finite horizon contract with limited commitment (Q2120602) (← links)
- Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (Q2128619) (← links)
- The implications of tax loss carryforwards on investment policy (Q2155564) (← 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)
- On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528) (← links)
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
- Optimal stopping problems in Lévy models with random observations (Q2334743) (← links)
- Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358) (← links)
- Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem (Q2957558) (← links)
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
- Sequential Capacity Expansion Options (Q4971576) (← links)
- On a Class of Infinite-Dimensional Singular Stochastic Control Problems (Q4990321) (← links)
- Optimal Installation of Solar Panels with Price Impact: A Solvable Singular Stochastic Control Problem (Q5012330) (← links)
- Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations (Q5055366) (← links)
- A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (Q5254904) (← links)