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