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A Knightian Irreversible Investment Problem
2. Setting and Problem Formulation
1. Introduction
2. Setting and Problem Formulation
3. Existence and Uniqueness of the Optimal Investment Plan
4. First-order Conditions and Base Capacity Policies
5. Explicit Solution in an Homogeneous Setting with Infinite Horizon
5.1. Setting
5.2. Solving Problem (5.1)
5.3. Verifying that ¶- is the worst-case scenario
Acknowledgments
Appendix A.
Appendix B.
Appendix C.
References
Working Paper
A Knightian Irreversible Investment Problem
Place and Date of Creation
2020
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