Long-Term Optimal Investment Strategies in the Presence of Adjustment Costs
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/110845471
Reference42 articles.
1. Optimal Investment with Costly Reversibility
2. Optimal capital accumulation under price uncertainty and costly reversibility
3. Irreversible capital accumulation under interest rate uncertainty
4. Uniform Recurrence Properties of Controlled Diffusions and Applications to Optimal Control
5. Optimal Control under a Dynamic Fuel Constraint
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