A Model for Reversible Investment Capacity Expansion
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Publication:3506528
DOI10.1137/050640758zbMath1147.93048OpenAlexW2060564694MaRDI 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
Variational inequalities (49J40) Stochastic models in economics (91B70) Optimal stochastic control (93E20) Financial applications of other theories (91G80)
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