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vom 14.7.2021
On an optimal extraction problem with regime switching
Ferrari, Giorgio ; Yang, Shuzhen
2016
On an Irreversible Investment Problem with Two-Factor Uncertainty
Dammann, Felix ; Ferrari, Giorgio
2021
On an integral equation for the free boundary of stochastic, irreversible investment problems
Ferrari, Giorgio
2012
On a Strategic Model of Pollution Control
Ferrari, Giorgio ; Koch, Torben
2017
On a Class of Singular Stochastic Control Problems for Reflected Diffusions
Ferrari, Giorgio
2017
On a Class of Infinite-Dimensional Singular Stochastic Control Problems
Federico, Salvatore ; Ferrari, Giorgio ; Riedel, Frank ; Röckner, Michael
2019
Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information
Banas, Lubomir ; Ferrari, Giorgio ; Randrianasolo, Tsiry Avisoa
2019
Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria
Dianetti, Jodi ; Ferrari, Giorgio
2019
Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control
Calvia, Alessandro ; Ferrari, Giorgio
2021
Nash equilibria of threshold type for two-player nonzero-sum games of stopping
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2016
Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls
Dianetti, Jodi ; Ferrari, Giorgio
2021
Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal Boundary
Ferrari, Giorgio ; Salminen, Paavo
2014

vom 13.7.2021
Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources
Chiarolla, Maria B. ; Ferrari, Giorgio ; Riedel, Frank
2012
Controlling public debt without forgetting Inflation
Ferrari, Giorgio
2016
Continuous-Time Public Good Contribution under Uncertainty
Ferrari, Giorgio ; Riedel, Frank ; Steg, Jan-Henrik
2015
Continuous-Time Public Good Contribution under Uncertainty
Ferrari, Giorgio ; Riedel, Frank ; Steg, Jan-Henrik
2013
An optimal extraction problem with price impact
Ferrari, Giorgio ; Koch, Torben
2018
An Optimal Dividend Problem with Capital Injections over a Finite Horizon
Ferrari, Giorgio ; Schuhmann, Patrick
2018
A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis
de Angelis, Tiziano ; Ferrari, Giorgio
2013
A solvable two-dimensional singular stochastic control problem with non convex costs
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2016
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45 Neuzugänge
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On an optimal extraction problem with regime switching

On an Irreversible Investment Problem with Two-Factor Uncertainty

On an integral equation for the free boundary of stochastic, irreversible investment problems

On a Strategic Model of Pollution Control

On a Class of Singular Stochastic Control Problems for Reflected Diffusions

On a Class of Infinite-Dimensional Singular Stochastic Control Problems

Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information

Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria

Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control

Nash equilibria of threshold type for two-player nonzero-sum games of stopping

Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls

Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal Boundary

Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources

Controlling public debt without forgetting Inflation

Continuous-Time Public Good Contribution under Uncertainty

Continuous-Time Public Good Contribution under Uncertainty

An optimal extraction problem with price impact

An Optimal Dividend Problem with Capital Injections over a Finite Horizon

A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis

A solvable two-dimensional singular stochastic control problem with non convex costs

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