Optimal control of a Brownian storage system
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- Peng, Xiaofan & Chen, Mi & Guo, Junyi, 2012. "Optimal dividend and equity issuance problem with proportional and fixed transaction costs," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 576-585.
- Joachim Gahungu and Yves Smeers, 2012. "A Real Options Model for Electricity Capacity Expansion," RSCAS Working Papers 2012/08, European University Institute.
- Shah, Sudhir A., 2005. "Optimal management of durable pollution," Journal of Economic Dynamics and Control, Elsevier, vol. 29(6), pages 1121-1164, June.
- Shah, Sudhir A., 1996. "Controlling inventory when prices fluctuate randomly," Journal of Economic Dynamics and Control, Elsevier, vol. 20(1-3), pages 145-171.
- Sudhir A. Shah, 2003. "Optimal Management of Durable Pollution," Working papers 113, Centre for Development Economics, Delhi School of Economics.
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"Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods,"
Econometric Society, vol. 58(1), pages 25-51, January.
- Sanford J. Grossman & Guy Laroque, 1987. "Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods," NBER Working Papers 2369, National Bureau of Economic Research, Inc.
- Sanford J Grossman & Guy Laroque, 2003. "Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods," Levine's Working Paper Archive 618897000000000803, David K. Levine.
- Sudhir A. Shah, 2000. "Optimal Pollution Regulation in a Dynamic Stochastic Model," Working papers 84, Centre for Development Economics, Delhi School of Economics.
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