Funder
National Natural Science Foundation of China
Subject
Applied Mathematics,Modeling and Simulation,Numerical Analysis
Reference26 articles.
1. Optimal boundary surface for irreversible investment with stochastic costs;Angelis;Math Oper Res,2017
2. Angelis TD, Federico S, Ferrari G. On the optimal boundary of a three-dimensional singular stochastic control problem arising in irreversible investment, Center for Mathematical Economics Working Papers, 2014;52(4):2180–2223.
3. Irreversible investment;Bertola;Res Econ,1998
4. Identifying the free boundary of a stochastic, irreversible investment problem via the bank–el karoui representation theorem;Chiarolla;J Control Optim,2015
5. Generalized kuhn-rucker conditions for n-firm stochastic irreversible investment under limited resoures;Chiarolla;SIAM J Control Optim,2013
Cited by
6 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