Irreversible capital accumulation with economic impact
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Publication:2013934
DOI10.1007/S00245-016-9341-9zbMATH Open1373.49019OpenAlexW2289950472WikidataQ59614424 ScholiaQ59614424MaRDI QIDQ2013934FDOQ2013934
Authors: Hessah Al Motairi, Mihail Zervos 
Publication date: 10 August 2017
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-016-9341-9
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variational inequalitycapacity expansionirreversible investmentsingular stochastic controlmarket modelsHJB machinery
Signal detection and filtering (aspects of stochastic processes) (60G35) Auctions, bargaining, bidding and selling, and other market models (91B26) Variational inequalities (49J40) Existence of optimal solutions to problems involving randomness (49J55) Hamilton-Jacobi theories (49L99) Optimal stochastic control (93E20)
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Cited In (14)
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach
- The Impossibility of Capitalist Instantaneous Production
- A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables
- Singular stochastic control model for algae growth management in dam downstream
- Capacity expansion with exponential jump diffusion processes
- A reversible investment problem with capacity and demand in finite horizon: free boundary analysis
- Explicit solution to an irreversible investment model with a stochastic production capacity
- Optimal installation of solar panels with price impact: a solvable singular stochastic control problem
- Optimal installation of renewable electricity sources: the case of Italy
- An irreversible investment problem with demand on a finite horizon: the optimal investment boundary analysis
- A Singular Stochastic Control Problem with Interconnected Dynamics
- Modelling information flows by Meyer-\( \sigma \)-fields in the singular stochastic control problem of irreversible investment
- Irreversible investment problems
- Optimal consumption and investment with welfare constraints
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