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On an Irreversible Investment Problem with Two-Factor Uncertainty
Dammann, Felix ; Ferrari, Giorgio
2021
On an optimal extraction problem with regime switching
Ferrari, Giorgio ; Yang, Shuzhen
2016
On some Stochastic Control Problems arising in Environmental Economics and Commodity Markets
Koch, Torben
2020
On some Two-Dimensional Singular Stochastic Control Problems and their Free-Boundary Analysis
Schuhmann, Patrick
2021
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 the Singular Control of Exchange Rates
Ferrari, Giorgio ; Vargiolu, Tiziano
2017
Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty
Ferrari, Giorgio ; Li, Hanwu ; Riedel, Frank
2020
Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy
Ferrari, Giorgio ; Rodosthenous, Neofytos
2019
Optimal Dividend Payout under Stochastic Discounting
Bandini, Elena ; de Angelis, Tiziano ; Ferrari, Giorgio ; Gozzi, Fausto
2020
Optimal Dividends under Markov-Modulated Bankruptcy Level
Ferrari, Giorgio ; Schuhmann, Patrick ; Zhu, Shihao
2021
Optimal entry to an irreversible investment plan with non convex costs
de Angelis, Tiziano ; Ferrari, Giorgio ; Martyr, Randall ; Moriarty, John
2016
Optimal Reduction of Public Debt under Partial Observation of the Economic Growth
Callegaro, Giorgia ; Ceci, Claudia ; Ferrari, Giorgio
2019
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 Switch from a Fossil-Fueled to an Electric Vehicle
Falbo, Paolo ; Ferrari, Giorgio ; Rizzini, Giorgio ; Schmeck, Maren Diane
2020
Singular Control of the Drift of a Brownian System
Federico, Salvatore ; Ferrari, Giorgio ; Schuhmann, Patrick
2020
A solvable two-dimensional degenerate singular stochastic control problem with non convex costs
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2014
A solvable two-dimensional singular stochastic control problem with non convex costs
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2016
Stationary Discounted and Ergodic Mean Field Games of Singular Control
Cao, Haoyang ; Dianetti, Jodi ; Ferrari, Giorgio
2021
Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
de Angelis, Tiziano ; Ferrari, Giorgio
2016
A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis
de Angelis, Tiziano ; Ferrari, Giorgio
2013
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45 Titel
Klassifikation
Schliessen
Filter
3

On an Irreversible Investment Problem with Two-Factor Uncertainty

On an optimal extraction problem with regime switching

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

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

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

On the Singular Control of Exchange Rates

Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty

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

Optimal Dividend Payout under Stochastic Discounting

Optimal Dividends under Markov-Modulated Bankruptcy Level

Optimal entry to an irreversible investment plan with non convex costs

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 Switch from a Fossil-Fueled to an Electric Vehicle

Singular Control of the Drift of a Brownian System

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

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

Stationary Discounted and Ergodic Mean Field Games of Singular Control

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

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

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