An irreversible investment problem with maintenance expenditure on a finite horizon: Free boundary analysis-Reference-Cited by-同舟云学术

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An irreversible investment problem with maintenance expenditure on a finite horizon: Free boundary analysis

Published:2016-08 Issue:2 Volume:440 Page:597-623
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Han Xiaoru,Yi Fahuai

Funder

NNSF of China

Foundation for Distinguished Young Talents in High Education of Guangdong

Training Program for Young Distinguished Teacher of Foshan University

NSF of Guangdong Province of China

The Humanities and Social Science Research Foundation of the National Ministry of Education of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference20 articles.

1. Irreversible investment;Bertola;Res. Econ.,1998

2. Maintenance and investment: complements or substitutes, a reappraisal;Boucekkine;J. Econom. Dynam. Control,2010

3. Identifying the free boundary of a stochastic, irreversible investment problem via the Bank–El Karoui representation theorem;Chiarolla;SIAM J. Control Optim.,2015

4. Generalized Kuhn–Rucker conditions for n-firm stochastic irreversible investment under limited resources;Chiarolla;SIAM J. Control Optim.,2013

5. Finite horizon optimal investment and consumption with transaction costs;Dai;SIAM J. Control Optim.,2009

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

1. A Reversible Investment Problem with Capacity and Demand in Finite Horizon: Free Boundary Analysis;SIAM Journal on Control and Optimization;2024-04-03

2. Existence, Blow-Up, and Blow-Up Rate of Weak Solution to Fourth-Order Non-Newtonian Polytropic Variation-Inequality Arising from Consumption-Investment Models;Journal of Mathematics;2024-02-06

3. Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon;Mathematics of Operations Research;2023-02

4. Global regularity and blowup for a class of non-Newtonian polytropic variation-inequality problem from investment-consumption problems;AIMS Mathematics;2023

5. An irreversible investment problem with demand on a finite horizon: The optimal investment boundary analysis;Communications in Nonlinear Science and Numerical Simulation;2022-06

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