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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
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
A solvable two-dimensional degenerate singular stochastic control problem with non convex costs
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2014
A Note on a New Existence Result for Reflected BSDES with Interconnected Obstacles
de Angelis, Tiziano ; Ferrari, Giorgio ; Hamadène, Saïd
2017
A non convex singular stochastic control problem and its related optimal stopping boundaries
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2014
A Model for the Optimal Management of Inflation
Federico, Salvatore ; Ferrari, Giorgio ; Schuhmann, Patrick
2019
A Knightian Irreversible Investment Problem
Ferrari, Giorgio ; Li, Hanwu ; Riedel, Frank
2020