An irreversible investment problem with maintenance expenditure on a finite horizon: free boundary analysis (Q289517)
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English | An irreversible investment problem with maintenance expenditure on a finite horizon: free boundary analysis |
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An irreversible investment problem with maintenance expenditure on a finite horizon: free boundary analysis (English)
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30 May 2016
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irreversible investment
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maintenance
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finite horizon
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singular stochastic control
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variational inequality
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free boundary problem
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