A Model for Reversible Investment Capacity Expansion
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Publication:3506528
DOI10.1137/050640758zbMath1147.93048MaRDI QIDQ3506528
Publication date: 16 June 2008
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/4e351fe3afa80b28e0587aecb0d2ee20c06f4238
49J40: Variational inequalities
91B70: Stochastic models in economics
93E20: Optimal stochastic control
91G80: Financial applications of other theories
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