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Irreversible Capital Accumulation with Economic Impact
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References

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  • 1994Investment under Uncertainty9,092 cited
  • 2007Brownian Motion and Stochastic Calculus7,544 cited
  • 2005Controlled Markov Processes and Viscosity Solutions2,698 cited
  • 1994Controlled markov processes and viscosity solutions1,058 cited
  • 1996Optimal Investment with Costly Reversibility615 cited
  • 2003Commissioned Paper: Capacity Management, Investment, and Hedging: Review and Recent Developments568 cited
  • 1961Capacity Expansion and Probabilistic Growth344 cited
  • 1980Some solvable stochastic control problemst†316 cited
  • 1983Instantaneous Control of Brownian Motion295 cited
  • 1984Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers202 cited
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  • 1987Optimal capacity expansion under uncertainty140 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: Existence

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