scholarly journals On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment

2014 ◽  
Author(s):  
Tiziano De Angelis ◽  
Salvatore Federico ◽  
Giorgio Ferrari
Keyword(s):  
Control Problem ◽  
Stochastic Control ◽  
Three Dimensional ◽  
Singular Stochastic Control ◽  
Irreversible Investment ◽  
Optimal Boundary ◽  
Stochastic Control Problem

scholarly journals A Singular Stochastic Control Problem with Interconnected Dynamics

2020 ◽  
Vol 58 (5) ◽  
pp. 2821-2853
Author(s):  
Salvatore Federico ◽  
Giorgio Ferrari ◽  
Patrick Schuhmann
Keyword(s):  
Control Problem ◽  
Stochastic Control ◽  
Singular Stochastic Control ◽  
Stochastic Control Problem
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