Recommendations
Cites work
- scientific article; zbMATH DE number 15346 (Why is no real title available?)
- scientific article; zbMATH DE number 1985272 (Why is no real title available?)
- scientific article; zbMATH DE number 918811 (Why is no real title available?)
- A Class of Solvable Stochastic Investment Problems Involving Singular Controls
- A generalization of a problem of Steinhaus
- A stochastic representation theorem with applications to optimization and obstacle problems.
- An exact solution for the investment and value of a firm facing uncertainty, adjustment costs, and irreversibility
- Capacity expansion with exponential jump diffusion processes
- Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold
- Hedging and liquidation under transaction costs in currency markets
- Hyperbolic distributions in finance
- Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach
- Irreversible investment
- Irreversible investment and industry equilibrium
- Irreversible investment problems
- Irreversible investment with regime shifts
- Minimizing a Submodular Function on a Lattice
- Monotone Comparative Statics
- New sequential compactness results for spaces of scalarly integrable functions
- On intertemporal preferences in continuous time. The case of certainty
- Optimal Control under a Dynamic Fuel Constraint
- Optimal Investment with Costly Reversibility
- Optimal capacity expansion under uncertainty
- Optimal consumption choice with intertemporal substitution
Cited in
(46)- Investment and dividends under irreversibility and financial constraints
- Optimal consumption and investment with welfare constraints
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach
- Optimal investment policy of the regulated firm
- Irreversible investment under predictable growth: why land stays vacant when housing demand is booming
- On a stochastic representation theorem for Meyer-measurable processes
- Conditional investment policy under uncertainty and irreversibility
- scientific article; zbMATH DE number 176009 (Why is no real title available?)
- Optimal partially reversible investment
- Optimal finite horizon contract with limited commitment
- Stochastic growth with irreversible investment
- Irreversibility and Aggregate Investment
- On a class of infinite-dimensional singular stochastic control problems
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem
- Irreversible investment under Lévy uncertainty: an equation for the optimal boundary
- An irreversible investment problem with maintenance expenditure on a finite horizon: free boundary analysis
- A nonconvex singular stochastic control problem and its related optimal stopping boundaries
- Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations
- A Knightian irreversible investment problem
- Explicit investment rules with time-to-build and uncertainty
- Stochastic representation under \(g\)-expectation and applications: the discrete time case
- Irreversible investment and discounting: an arbitrage pricing approach
- A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis
- The implications of tax loss carryforwards on investment policy
- Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem
- Portfolio selection with consumption ratcheting
- Irreversible investment with regime shifts
- Portfolio selection with drawdown constraint on consumption: a generalization model
- Irreversible investment in alternative projects
- Threshold-type policies for real options using regime-switching models
- Optimal investment policy with fixed adjustment costs and complete irreversibility
- Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs
- A reversible investment problem with capacity and demand in finite horizon: free boundary analysis
- Optimal installation of solar panels with price impact: a solvable singular stochastic control problem
- Irreversible investment and the expected capital stock with stationary uncertainty
- On an integral equation for the free-boundary of stochastic, irreversible investment problems
- Continuous-time public good contribution under uncertainty: a stochastic control approach
- Irreversible investment in oligopoly
- Optimal entry to an irreversible investment plan with non convex costs
- An irreversible investment problem with demand on a finite horizon: the optimal investment boundary analysis
- Nonlinear filtering of partially observed systems arising in singular stochastic optimal control
- Sequential capacity expansion options
- Irreversible investment problems
- Modelling information flows by Meyer-\( \sigma \)-fields in the singular stochastic control problem of irreversible investment
- News About News: Information Arrival and Irreversible Investment
- Optimal stopping problems in Lévy models with random observations
This page was built for publication: On irreversible investment
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q484203)
