Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna) · 2019 · 15 citations · 56 references
BusinessBusiness EconomicsEconomicsFinancial EconomicsInvestment ManagementInvestmentInvestment TheoryOptimal ControlStochastic ControlImpulse ControlInvestment DynamicsIrreversibility Of InvestmentIrreversible Investment AnalysisOptimal Control Of Stochastic Systems
56
Brownian motion and stochastic calculus
Jan Seidler · Acta Applicandae Mathematicae · 1991 · 2.2K citations
Engineering, Mathematics, Physics +14
Kenneth J. Arrow, T. E. Harris, Jacob Marschak · Econometrica · 1951 · 961 citations
Optimal Investment with Costly Reversibility
Andrew B. Abel, Janice Eberly · The Review of Economic Studies · 1996 · 631 citations
Capacity Expansion and Probabilistic Growth
Alan S. Manne · Econometrica · 1961 · 346 citations