A Knightian irreversible investment problem
Year of publication: |
2020
|
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Authors: | Ferrari, Giorgio ; Li, Hanwu ; Riedel, Frank |
Publisher: |
Bielefeld : Bielefeld University, Center for Mathematical Economics (IMW) |
Subject: | irreversible investment | Knightian uncertainty | singular stochastic control | base capacity policy | first-order conditions for optimality | backward equations |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1694488721 [GVK] hdl:10419/227830 [Handle] |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice |
Source: |
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A Knightian irreversible investment problem
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