On irreversible investment
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Publication:484203
DOI10.1007/s00780-010-0131-yzbMath1303.91199OpenAlexW3121924945MaRDI QIDQ484203
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
Optimal stochastic control (93E20) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Control problems involving ordinary differential equations (34H05) Financial applications of other theories (91G80)
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