Characterization of the Optimal Boundaries in Reversible Investment Problems (Q2930954)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of the Optimal Boundaries in Reversible Investment Problems |
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Characterization of the Optimal Boundaries in Reversible Investment Problems (English)
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21 November 2014
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singular stochastic control
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optimal capacity
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reversible investment
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viscosity solution
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smooth fit
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