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Irreversible investment problems

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References

1994Investment Under Uncertainty.9,497 cited
2005Stochastic Integration and Differential Equations4,594 cited
2003Stochastic Differential Equations2,978 cited
1993A Class of Solvable Stochastic Investment Problems Involving Singular Controls86 cited

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2009On a Stochastic, Irreversible Investment Problem31 cited
2005A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation31 cited
2014A stochastic partially reversible investment problem on a finite time-horizon: Free-boundary analysis30 cited

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2012On solvability of a two-sided singular control problem28 cited

2009A Class of Singular Control Problems and the Smooth Fit Principle28 cited

2006Irreversible Investment under Interest Rate Variability: Some Generalizations*25 cited