References

• 1980Some solvable stochastic control problemst†316 cited
• 1983Instantaneous Control of Brownian Motion295 cited
• 1984Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems226 cited
• 1994Optimal Switching in an Economic Activity under Uncertainty198 cited
• 2007On the Starting and Stopping Problem: Application in Reversible Investments167 cited
• 1987Optimal capacity expansion under uncertainty140 cited
• 1996Irreversible investment and industry equilibrium136 cited
• 1983A class of singular stochastic control problems128 cited
• 1985Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems123 cited
• 1997An exact solution for the investment and value of a firm facing uncertainty, adjustment costs, and irreversibility119 cited
• 2007Explicit Solution to an Optimal Switching Problem in the Two‐Regime Case97 cited
• 2007A Model for Reversible Investment Capacity Expansion95 cited
• 1993A Class of Solvable Stochastic Investment Problems Involving Singular Controls86 cited
• 2005Optimal partially reversible investment with entry decision and general production function85 cited
• 1991A new approach to the skorohod problem, and its applications