Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources

Maria B. Chiarolla, Giorgio Ferrari, Frank Riedel. Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources. SIAM J. Control and Optimization, 51(5):3863-3885, 2013. [doi]

Abstract

Abstract is missing.