On an Integral Equation for the Free Boundary of Stochastic, Irreversible Investment Problems-Reference-Cited by-同舟云学术

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On an Integral Equation for the Free Boundary of Stochastic, Irreversible Investment Problems

Published:2012 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Ferrari Giorgio

Publisher

Elsevier BV

Reference34 articles.

1. Irreversible investment and industry equilibrium

2. Optimal Consumption Choice with Intertemporal Substitution;P Bank;The Annals of Applied Probability,2001

3. Multi-Armed Bandits, and Optimal Consumption Plans: a Unifying View;P Bank;Paris-Princeton Lectures on Mathematical Finance,2002

4. A Stochastic Representation Theorem with Applications to Optimization and Obstacle Problems;P Bank;The Annals of Probability,2004

5. Optimal Control under a Dynamic Fuel Constraint;P Bank;SIAM Journal on Control and Optimization,2005

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis;SSRN Electronic Journal;2013

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