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]

@article{ChiarollaFR13,
  title = {Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources},
  author = {Maria B. Chiarolla and Giorgio Ferrari and Frank Riedel},
  year = {2013},
  doi = {10.1137/120870360},
  url = {http://dx.doi.org/10.1137/120870360},
  researchr = {https://researchr.org/publication/ChiarollaFR13},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {51},
  number = {5},
  pages = {3863-3885},
}