A MODEL FOR THE LONG-TERM OPTIMAL CAPACITY LEVEL OF AN INVESTMENT PROJECT (Q3005956)
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English | A MODEL FOR THE LONG-TERM OPTIMAL CAPACITY LEVEL OF AN INVESTMENT PROJECT |
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A MODEL FOR THE LONG-TERM OPTIMAL CAPACITY LEVEL OF AN INVESTMENT PROJECT (English)
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10 June 2011
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capacity expansion
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stochastic payoff
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irreversible investment
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singular control
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ergodic optimization
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Itô diffusion
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