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A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping
16 references·9 citing·30 second hop
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References

  • 1994Investment Under Uncertainty.9,497 cited
  • 1999Continuous Martingales and Brownian Motion6,200 cited
  • 2005Controlled Markov Processes and Viscosity Solutions2,698 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1989Entry and Exit Decisions under Uncertainty2,356 cited
  • 1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,220 cited
  • 1991Continuous Martingales and Brownian Motion1,957 cited
  • 1980Controlled Diffusion Processes1,311 cited
  • 1999Stochastic Controls1,243 cited
  • 1994Controlled markov processes and viscosity solutions1,024 cited
  • 2000Utility Maximization with Discretionary Stopping235 cited
  • 1994Optimal Switching in an Economic Activity under Uncertainty198 cited
  • 2001An explicit solution to an optimal stopping problem with regime switching173 cited
  • 2001A Model for Investment Decisions with Switching Costs117 cited
  • 1990The High Contact Principle as a Sufficiency Condition for Optimal Stopping68 cited
  • 1994A Problem of Singular Stochastic Control with Discretionary Stopping

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60 cited

Cited by

  • 2012Viscosity Solutions of Systems of PDEs with Interconnected Obstacles and Switching Problem58 cited
  • 2009Optimal Switching over Multiple Regimes56 cited
  • 2010On the One-Dimensional Optimal Switching Problem55 cited
  • 2012BUY‐LOW AND SELL‐HIGH INVESTMENT STRATEGIES53 cited
  • 2005Optimal Switching with Applications to Energy Tolling Agreements40 cited
  • 2008A mixed singular/switching control problem for a dividend policy with reversible technology investment38 cited
  • 2005The stochastic goodwill problem37 cited
  • 2009ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT30 cited
  • 2010The explicit solution to a sequential switching problem with non-smooth data26 cited