On irreversible investment
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Publication:484203
DOI10.1007/S00780-010-0131-YzbMATH Open1303.91199OpenAlexW3121924945MaRDI QIDQ484203FDOQ484203
Authors: Frank Riedel, Xia Su 
Publication date: 18 December 2014
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-010-0131-y
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Control problems involving ordinary differential equations (34H05) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Financial applications of other theories (91G80) Optimal stochastic control (93E20)
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Cited In (46)
- Investment and dividends under irreversibility and financial constraints
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- Optimal investment policy of the regulated firm
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- On a stochastic representation theorem for Meyer-measurable processes
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- Irreversibility and Aggregate Investment
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- Irreversible investment and discounting: an arbitrage pricing approach
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- Portfolio selection with drawdown constraint on consumption: a generalization model
- Portfolio selection with consumption ratcheting
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