5 research outputs found
On irreversible investment
Sequential irreversible investment, Capacity expansion, Singular control problem, Lévy processes, 91B28, 34H05, 49J30, 93E20, C61, D81, E22, G11,
Solving Singular Control from Optimal Switching
Singular stochastic control, Optimal switching, Dynkin’s game, Reversible investment, Smooth fit principle,