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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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