Maria Chiarolla

Università del Salento - Dipartimento di Scienze dell'Economia (DSE)

Centro Ecotekne

via Taranto 35

Piazza Tancredi, N.7

Lecce, Lecce 73100

Italy

http://https://www.unisalento.it/scheda-utente/-/people/maria.chiarolla?inheritRedirect=true

University of Rome I - Department of Methods and Models for Economics, Territory and Finance (MEMOTEF)

Via del Castro Laurenziano 9

Roma, Roma 00161

Italy

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Scholarly Papers (1)

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

Institute of Mathematical Economics Working Paper No. 463
Posted: 20 Mar 2012
Maria Chiarolla, Giorgio Ferrari and Frank Riedel
Università del Salento - Dipartimento di Scienze dell'Economia (DSE), Bielefeld University - Center for Mathematical Economics and Bielefeld University - Center for Mathematical Economics

Abstract:

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stochastic irreversible investment, optimal stopping, the Bank and El Karoui Representation Theorem, base capacity, Lagrange multiplier optional measure

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

SIAM Journal on Control and Optimization 2013 51:5, 3863-3885
Posted: 11 Feb 2014
Frank Riedel, Giorgio Ferrari and Maria Chiarolla
Bielefeld University - Center for Mathematical Economics, Bielefeld University - Center for Mathematical Economics and Università del Salento - Dipartimento di Scienze dell'Economia (DSE)

Abstract:

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