Capacity expansion with exponential jump diffusion processes

DOI10.1080/1045112031000155696zbMath1089.90033MaRDI QIDQ4440449

Hui Wang

Publication date: 18 December 2003

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1045112031000155696

Mathematics Subject Classification ID

90B50: Management decision making, including multiple objectives

91B62: Economic growth models

93E20: Optimal stochastic control

60G44: Martingales with continuous parameter

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