Maria B. Chiarolla, Giorgio Ferrari. Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank-El Karoui Representation Theorem. SIAM J. Control and Optimization, 52(2):1048-1070, 2014. [doi]
@article{ChiarollaF14,
title = {Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank-El Karoui Representation Theorem},
author = {Maria B. Chiarolla and Giorgio Ferrari},
year = {2014},
doi = {10.1137/11085195X},
url = {http://dx.doi.org/10.1137/11085195X},
researchr = {https://researchr.org/publication/ChiarollaF14},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {52},
number = {2},
pages = {1048-1070},
}