Pages that link to "Item:Q2258528"

The following pages link to On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528):

Displaying 20 items.

• An irreversible investment problem with maintenance expenditure on a finite horizon: free boundary analysis (Q289517) (← links)
• Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs (Q320103) (← links)
• Continuous-time public good contribution under uncertainty: a stochastic control approach (Q2013930) (← links)
• On a stochastic representation theorem for Meyer-measurable processes (Q2077325) (← links)
• Modelling information flows by Meyer-\( \sigma \)-fields in the singular stochastic control problem of irreversible investment (Q2240480) (← links)
• A Knightian irreversible investment problem (Q2247720) (← links)
• Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
• Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
• Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358) (← links)
• On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
• Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715) (← links)
• Sequential Capacity Expansion Options (Q4971576) (← links)
• On a Class of Infinite-Dimensional Singular Stochastic Control Problems (Q4990321) (← links)
• Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations (Q5055366) (← links)
• Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005) (← links)
• A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (Q5254904) (← links)
• A reversible investment problem with capacity and demand in finite horizon: free boundary analysis (Q6490243) (← links)
• An irreversible investment problem with demand on a finite horizon: the optimal investment boundary analysis (Q6495284) (← links)
• Zero-sum stopper versus singular-controller games with constrained control directions (Q6576865) (← links)
• Stopper vs. singular controller games with degenerate diffusions (Q6657499) (← links)