{"id":"W2168573415","doi":"10.1287/moor.1040.0113","title":"Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold","year":2005,"lang":"en","type":"article","venue":"Mathematics of Operations Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":38,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of British Columbia","funders":"","keywords":"Optimal stopping; Mathematics; Mathematical optimization; Variational inequality; Profit (economics); Investment (military); Optimal control; Stochastic control; Obstacle problem; Shadow price; Monotone polygon; Boundary (topology); Bellman equation; Free boundary problem; Obstacle; Mathematical economics; Singular control; Economics; Microeconomics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009068876,0.0005705362,0.0009503505,0.0007050836,0.0004859232,0.001829687,0.001053989,0.002026002,0.003239198],"category_scores_gemma":[0.003660926,0.0005244269,0.0007664648,0.0004766283,0.002144075,0.0014194,0.001417125,0.001295603,0.0002194634],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001825335,"about_ca_system_score_gemma":0.001757854,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004447341,"about_ca_topic_score_gemma":0.002424964,"domain_scores_codex":[0.9995833,0.0001199678,0.00002337384,0.00008590148,0.00009414029,0.00009333165],"domain_scores_gemma":[0.9989397,0.0005773674,0.0001701657,0.00004746806,0.0001132172,0.0001520894],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0000462803,0.00005051606,0.0005098464,0.00007002534,0.00002732997,0.0002853966,0.00009748497,0.3484205,0.001840691,0.64371,0.0009871884,0.0039548],"study_design_scores_gemma":[0.00001902657,0.00002309765,0.000195248,0.00001677655,0.000009420201,0.00003555903,0.000038068,0.834487,0.000342524,0.1639415,0.0008787583,0.00001303047],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2994391,0.001743918,0.6302772,0.005159092,0.0002602104,0.00006386523,0.0002634668,0.0002088556,0.06258431],"genre_scores_gemma":[0.9569156,0.0004614831,0.02372241,0.0001806465,0.00007781536,0.0000719879,0.0001017839,0.00005709296,0.01841114],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004447341,"threshold_uncertainty_score":0.01324379,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1138168519041187,"score_gpt":0.3210949476177818,"score_spread":0.2072780957136632,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}