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]

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