Explicit solution to an irreversible investment model with a stochastic production capacity (Q5493564)
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scientific article; zbMATH DE number 5066279
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| English | Explicit solution to an irreversible investment model with a stochastic production capacity |
scientific article; zbMATH DE number 5066279 |
Statements
23 October 2006
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singular stochastic control
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viscosity solution
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Skorokhod problem
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0.8918631076812744
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0.8644277453422546
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0.8610696792602539
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0.8342981338500977
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