Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank--El Karoui Representation Theorem (Q5494908)

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scientific article; zbMATH DE number 6323049
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Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank--El Karoui Representation Theorem
scientific article; zbMATH DE number 6323049

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    Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank--El Karoui Representation Theorem (English)
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    30 July 2014
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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
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    Bank and El Karoui's representation theorem
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    base capacity
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