References

• 1994Optimal Investment and Consumption with Transaction Costs622 cited
• 1996Optimal Investment with Costly Reversibility615 cited
• 1961Capacity Expansion and Probabilistic Growth344 cited
• 1984Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems226 cited
• 2011Weak Dynamic Programming Principle for Viscosity Solutions190 cited
• 2010On irreversible investment144 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
• 1985Additive Control of Stochastic Linear Systems with Finite Horizon119 cited
• 1989Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem118 cited
• 1995Singular Optimal Stochastic Controls I: Existence97 cited
• 2007A Model for Reversible Investment Capacity Expansion95 cited
• 2004A stochastic representation theorem with applications to optimization and obstacle problems89 cited