Pages that link to "Item:Q2930954"

The following pages link to Characterization of the Optimal Boundaries in Reversible Investment Problems (Q2930954):

Displaying 17 items.

• Liquidity management with decreasing returns to scale and secured credit line (Q331354) (← links)
• Explicit investment rules with time-to-build and uncertainty (Q1623999) (← links)
• Irreversible capital accumulation with economic impact (Q2013934) (← links)
• Non-convex Hamilton-Jacobi equations with gradient constraints (Q2033013) (← links)
• Singular control of the drift of a Brownian system (Q2238968) (← links)
• Modelling information flows by Meyer-\( \sigma \)-fields in the singular stochastic control problem of irreversible investment (Q2240480) (← links)
• Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
• On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
• A Singular Stochastic Control Problem with Interconnected Dynamics (Q5130896) (← 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)
• Two-Sided Singular Control of an Inventory with Unknown Demand Trend (Q6057797) (← links)
• Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260) (← 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)