On Irreversible Investment
Copyright policy )On Irreversible Investment
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- Bielefeld University Germany
- University of Bonn Germany
- Escola Brasileira de Economia e Finanças Brazil
- Commerzbank Germany
Lévy Processes, ddc:330, Singular Control Problem, Capacity Expansion, Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.), Sequential Irreversible Investment, capacity expansion, D81, C61, sequential irreversible investment, Lévy processes, E22, Optimal stochastic control, G11, singular control problem, Sequential Irreversible Investment, Capacity Expansion, Singular Control Problem, Levy Processes, Financial applications of other theories, Control problems involving ordinary differential equations, jel: jel:D81, jel: jel:C61, jel: jel:E22, jel: jel:G11
Lévy Processes, ddc:330, Singular Control Problem, Capacity Expansion, Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.), Sequential Irreversible Investment, capacity expansion, D81, C61, sequential irreversible investment, Lévy processes, E22, Optimal stochastic control, G11, singular control problem, Sequential Irreversible Investment, Capacity Expansion, Singular Control Problem, Levy Processes, Financial applications of other theories, Control problems involving ordinary differential equations, jel: jel:D81, jel: jel:C61, jel: jel:E22, jel: jel:G11
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