Solving Singular Control from Optimal Switching
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Volume (Year): 15 (2008)
Issue (Month): 1 (March)
Pages: 25-45
| Handle: | RePEc:kap:apfinm:v:15:y:2008:i:1:p:25-45 |
| DOI: | 10.1007/s10690-008-9071-3 |
| Contact details of provider: | Web page: http://www.springer.com Web page: http://www.jafee.gr.jp/
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| Order Information: | Web: http://www.springer.com/finance/journal/10690/PS2 |
References listed on IDEAS
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- Guo, Xin & Pham, Huyên, 2005. "Optimal partially reversible investment with entry decision and general production function," Stochastic Processes and their Applications, Elsevier, vol. 115(5), pages 705-736, May.
- Boetius, Frederik & Kohlmann, Michael, 1998. "Connections between optimal stopping and singular stochastic control," Stochastic Processes and their Applications, Elsevier, vol. 77(2), pages 253-281, September.
- Alvarez, Luis H.R., 2011. "Optimal capital accumulation under price uncertainty and costly reversibility," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1769-1788, October.
- Abel, Andrew B. & Eberly, Janice C., 1997. "An exact solution for the investment and value of a firm facing uncertainty, adjustment costs, and irreversibility," Journal of Economic Dynamics and Control, Elsevier, vol. 21(4-5), pages 831-852, May.
- Scheinkman, Jose A. & Zariphopoulou, Thaleia, 2001. "Optimal Environmental Management in the Presence of Irreversibilities," Journal of Economic Theory, Elsevier, vol. 96(1-2), pages 180-207, January.
- Ioannis Karatzas & Fridrik M. Baldursson, 1996. "Irreversible investment and industry equilibrium (*)," Finance and Stochastics, Springer, vol. 1(1), pages 69-89.
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