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28 Publikationen

2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2681888
Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank--El Karoui Representation Theorem
Chiarolla, Maria B., Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank--El Karoui Representation Theorem. SIAM Journal on Control and Optimization 52 (2). , 2014
PUB | DOI | WoS
 
2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901544
On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment
de Angelis, Tiziano, On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment. 509 (). Bielefeld, 2014
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901685
Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal Boundary
Ferrari, Giorgio, Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal Boundary. 530 (). Bielefeld, 2014
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901687
A solvable two-dimensional degenerate singular stochastic control problem with non convex costs
de Angelis, Tiziano, A solvable two-dimensional degenerate singular stochastic control problem with non convex costs. 531 (). Bielefeld, 2014
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2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674083
A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis
de Angelis, Tiziano, A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis. 477 (). Bielefeld, 2013
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2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674160
Continuous-Time Public Good Contribution under Uncertainty
Ferrari, Giorgio, Continuous-Time Public Good Contribution under Uncertainty. 485 (). Bielefeld, 2013
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2012 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944752
Irreversible Investment in Oligopoly
Steg, Jan-Henrik, Irreversible Investment in Oligopoly. Finance and Stochastics 16 (2). , 2012
PUB | DOI | WoS
 
2012 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674034
On an integral equation for the free boundary of stochastic, irreversible investment problems
Ferrari, Giorgio, On an integral equation for the free boundary of stochastic, irreversible investment problems. 471 (). Bielefeld, 2012
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