A sequential stopping problem with costly reversibility
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Cites work
- A general approximation method for optimal stopping and random delay
- Analysis of the optimal exercise boundary of American put options with delivery lags
- Characterization of the optimal boundaries in reversible investment problems
- Entry and Exit Decision Problem with Implementation Delay
- Explicit investment rules with time-to-build and uncertainty
- scientific article; zbMATH DE number 5016447 (Why is no real title available?)
- Irreversible investment with random delay and partial prepayment
- Long-term optimal investment strategies in the presence of adjustment costs
- Optimal capital accumulation under price uncertainty and costly reversibility
- Optimal Investment with Costly Reversibility
- Optimal partially reversible investment
- Optimal stochastic impulse control with delayed reaction
- Optimal Stopping Rules
- OPTIMAL STOPPING WITH DELAYED INFORMATION
- Optimal stopping with information constraint
- Optimal stopping with random exercise lag
- Optimal stopping with random intervention times
- Some results on optimal stopping under phase-type distributed implementation delay
- The impact of delivery lags on irreversible investment under uncertainty
- The impact of operational delay on irreversible investment under Knightian uncertainty
- Two-sided Poisson control of linear diffusions
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