Capacity expansion with exponential jump diffusion processes

DOI10.1080/1045112031000155696zbMATH Open1089.90033OpenAlexW2137378220MaRDI QIDQ4440449FDOQ4440449

Authors: 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

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Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Martingales with continuous parameter (60G44) Economic growth models (91B62) Optimal stochastic control (93E20)

Cited In (6)

• Irreversible investment with fixed adjustment costs: a stochastic impulse control approach
• Irreversible capital accumulation with economic impact
• A model for the long-term optimal capacity level of an investment project
• On irreversible investment
• An integral equation approach for optimal investment policies with partial reversibility
• Solving singular control from optimal switching

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