A reversible investment problem with capacity and demand in finite horizon: free boundary analysis

Corporate finance (dividends, real options, etc.) (91G50) Variational and other types of inequalities involving nonlinear operators (general) (47J20) Variational inequalities (49J40) Optimal stochastic control (93E20) Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85)

Cites Work

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