A reversible investment problem with capacity and demand in finite horizon: free boundary analysis (Q6490243)

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scientific article; zbMATH DE number 7835976
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A reversible investment problem with capacity and demand in finite horizon: free boundary analysis
scientific article; zbMATH DE number 7835976

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    A reversible investment problem with capacity and demand in finite horizon: free boundary analysis (English)
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    23 April 2024
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    reversible investment
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    finite horizon
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    singular stochastic control
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    optimal investment boundary
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    optimal disinvestment boundary
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