禀赋约束下的不可逆投资

IF 0.9 4区数学 Q3 MATHEMATICS, APPLIED

Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-06-24 DOI:10.1007/s10255-024-1056-0

Han-wu Li

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引用次数: 0

摘要

本文研究了禀赋约束下的不可逆投资问题。首先建立了结果的存在唯一性，然后证明了最优性的充分必要条件。在此基础上，我们给出了最优投资计划的一个表征，该表征可以通过所谓的基础容量求解一个反向方程得到。对于某些典型情况，我们可以得到显式解。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Irreversible Investment under Endowment Constraints

In this paper, we study the problem of irreversible investment under endowment constraints. We first establish the existence and uniqueness of the result and then demonstrate the necessity and sufficient conditions for optimality. Based on this condition, we provide a characterization for optimal investment plans, which can be obtained by the so-called base capacity solving a backward equation. We may obtain explicit solutions for certain typical cases.

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来源期刊

Acta Mathematicae Applicatae Sinica, English Series 数学-应用数学

CiteScore

1.30

自引率

0.00%

发文量

审稿时长

3.0 months

期刊介绍： Acta Mathematicae Applicatae Sinica (English Series) is a quarterly journal established by the Chinese Mathematical Society. The journal publishes high quality research papers from all branches of applied mathematics, and particularly welcomes those from partial differential equations, computational mathematics, applied probability, mathematical finance, statistics, dynamical systems, optimization and management science.