Generalized Kuhn--Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources (Q2873857)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Kuhn--Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources |
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Generalized Kuhn--Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources (English)
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27 January 2014
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Bank's single firm problem
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stochastic irreversible investment
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optimal stopping
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Bank and El Karoui representation theorem
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base capacity
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Lagrange multiplier optional measure
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