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vom 3.3.2022
Stochastic singular control: existence, characterization and approximation of solutions in cost minimization problems and games
Dianetti, Jodi
2022
Optimal Dividends under Markov-Modulated Bankruptcy Level
Ferrari, Giorgio ; Schuhmann, Patrick ; Zhu, Shihao
2021
On some Two-Dimensional Singular Stochastic Control Problems and their Free-Boundary Analysis
Schuhmann, Patrick
2021
A Unifying Framework for Submodular Mean Field Games
Dianetti, Jodi ; Ferrari, Giorgio ; Fischer, Markus ; Nendel, Max
2022

vom 14.7.2021
Two-Sided Singular Control of an Inventory with Unknown Demand Trend
Federico, Salvatore ; Ferrari, Giorgio ; Rodosthenous, Neofytos
2021
Taming the Spread of an Epidemic by Lockdown Policies
Federico, Salvatore ; Ferrari, Giorgio
2020
Submodular Mean Field Games. Existence and Approximation of Solutions
Dianetti, Jodi ; Ferrari, Giorgio ; Fischer, Markus ; Nendel, Max
2019
Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
de Angelis, Tiziano ; Ferrari, Giorgio
2016
Stationary Discounted and Ergodic Mean Field Games of Singular Control
Cao, Haoyang ; Dianetti, Jodi ; Ferrari, Giorgio
2021
Singular Control of the Drift of a Brownian System
Federico, Salvatore ; Ferrari, Giorgio ; Schuhmann, Patrick
2020
Optimal Switch from a Fossil-Fueled to an Electric Vehicle
Falbo, Paolo ; Ferrari, Giorgio ; Rizzini, Giorgio ; Schmeck, Maren Diane
2020
Optimal reduction of public debt under partial observation of the economic growth
Callegaro, Giorgia ; Ceci, Claudia ; Ferrari, Giorgio
In: Finance and stochastics, Jg. 24 H. 4, S. 1083-1132
2020
Optimal Reduction of Public Debt under Partial Observation of the Economic Growth
Callegaro, Giorgia ; Ceci, Claudia ; Ferrari, Giorgio
2019
Optimal entry to an irreversible investment plan with non convex costs
de Angelis, Tiziano ; Ferrari, Giorgio ; Martyr, Randall ; Moriarty, John
2016
Optimal Dividend Payout under Stochastic Discounting
Bandini, Elena ; de Angelis, Tiziano ; Ferrari, Giorgio ; Gozzi, Fausto
2020
Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy
Ferrari, Giorgio ; Rodosthenous, Neofytos
2019
Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty
Ferrari, Giorgio ; Li, Hanwu ; Riedel, Frank
2020
On the Singular Control of Exchange Rates
Ferrari, Giorgio ; Vargiolu, Tiziano
2017
On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment
de Angelis, Tiziano ; Federico, Salvatore ; Ferrari, Giorgio
2014
On some Stochastic Control Problems arising in Environmental Economics and Commodity Markets
Koch, Torben
2020
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45 Neuzugänge
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Stochastic singular control: existence, characterization and approximation of solutions in cost minimization problems and games

Optimal Dividends under Markov-Modulated Bankruptcy Level

On some Two-Dimensional Singular Stochastic Control Problems and their Free-Boundary Analysis

A Unifying Framework for Submodular Mean Field Games

Two-Sided Singular Control of an Inventory with Unknown Demand Trend

Taming the Spread of an Epidemic by Lockdown Policies

Submodular Mean Field Games. Existence and Approximation of Solutions

Stochastic nonzero-sum games: a new connection between singular control and optimal stopping

Stationary Discounted and Ergodic Mean Field Games of Singular Control

Singular Control of the Drift of a Brownian System

Optimal Switch from a Fossil-Fueled to an Electric Vehicle

Optimal reduction of public debt under partial observation of the economic growth

Optimal Reduction of Public Debt under Partial Observation of the Economic Growth

Optimal entry to an irreversible investment plan with non convex costs

Optimal Dividend Payout under Stochastic Discounting

Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy

Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty

On the Singular Control of Exchange Rates

On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment

On some Stochastic Control Problems arising in Environmental Economics and Commodity Markets

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