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Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls
Dianetti, Jodi ; Ferrari, Giorgio
2021
Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control
Calvia, Alessandro ; Ferrari, Giorgio
2021
On an Irreversible Investment Problem with Two-Factor Uncertainty
Dammann, Felix ; Ferrari, Giorgio
2021
On some Two-Dimensional Singular Stochastic Control Problems and their Free-Boundary Analysis
Schuhmann, Patrick
2021
Optimal Dividends under Markov-Modulated Bankruptcy Level
Ferrari, Giorgio ; Schuhmann, Patrick ; Zhu, Shihao
2021
Stationary Discounted and Ergodic Mean Field Games of Singular Control
Cao, Haoyang ; Dianetti, Jodi ; Ferrari, Giorgio
2021
Stochastic singular control: existence, characterization and approximation of solutions in cost minimization problems and games
Dianetti, Jodi
2022
Two-Sided Singular Control of an Inventory with Unknown Demand Trend
Federico, Salvatore ; Ferrari, Giorgio ; Rodosthenous, Neofytos
2021
A Unifying Framework for Submodular Mean Field Games
Dianetti, Jodi ; Ferrari, Giorgio ; Fischer, Markus ; Nendel, Max
2022