Optimal partially reversible investment with entry decision and general production function (Q2485848)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal partially reversible investment with entry decision and general production function |
scientific article |
Statements
Optimal partially reversible investment with entry decision and general production function (English)
0 references
5 August 2005
0 references
Singular stochastic control
0 references
Optimal stopping
0 references
Viscosity solutions
0 references
Skorokhod problem
0 references
0 references
0 references
0 references