A Reversible Investment Problem with Capacity and Demand in Finite Horizon: Free Boundary Analysis-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

A Reversible Investment Problem with Capacity and Demand in Finite Horizon: Free Boundary Analysis

Published:2024-04-03 Issue:2 Volume:62 Page:1207-1234
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Han Xiaoru¹,Yi Fahuai²,Zhang Jianbo³

Affiliation:

1. Corresponding author. Department of Mathematics, Foshan University, Guangdong 528000, People’s Republic of China.

2. School of Mathematical Sciences, South China Normal University, Guangzhou 510631, People’s Republic of China.

3. Department of Economics, University of Kansas, Lawrence, KS 66045 USA.

Funder

National Natural Science Foundation of China

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Reference35 articles.

1. Optimal Boundary Surface for Irreversible Investment with Stochastic Costs

2. A stochastic partially reversible investment problem on a finite time-horizon: Free-boundary analysis

3. Irreversible investment

4. Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank--El Karoui Representation Theorem

5. Generalized Kuhn--Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP