Optimal Installation of Solar Panels with Price Impact: A Solvable Singular Stochastic Control Problem
Author:
Funder
Deutsche Forschungsgemeinschaft
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
https://epubs.siam.org/doi/pdf/10.1137/19M1300972
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1. Irreversible Capital Accumulation with Economic Impact
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4. Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank--El Karoui Representation Theorem
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