A Knightian irreversible investment problem (Q2247720)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Knightian irreversible investment problem |
scientific article |
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A Knightian irreversible investment problem (English)
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17 November 2021
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irreversible investment
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Knightian uncertainty
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singular stochastic control
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base capacity policy
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first-order conditions for optimality
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backward equations
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