Optimal Boundary Surface for Irreversible Investment with Stochastic Costs (Q4595959)
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scientific article; zbMATH DE number 6816359
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| English | Optimal Boundary Surface for Irreversible Investment with Stochastic Costs |
scientific article; zbMATH DE number 6816359 |
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Optimal Boundary Surface for Irreversible Investment with Stochastic Costs (English)
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7 December 2017
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irreversible investment
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singular stochastic control
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optimal stopping
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free-boundary problems
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nonlinear integral equations
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0.9178864
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0.9161341
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0.89522743
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0.89240587
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0.88558996
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0.88421834
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0.87679523
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