- vom 14.7.2021
On an Irreversible Investment Problem with Two-Factor Uncertainty
Dammann, Felix ; Ferrari, Giorgio2021On a Class of Infinite-Dimensional Singular Stochastic Control Problems
Federico, Salvatore ; Ferrari, Giorgio ; Riedel, Frank ; Röckner, Michael2019Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information
Banas, Lubomir ; Ferrari, Giorgio ; Randrianasolo, Tsiry Avisoa2019Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria
Dianetti, Jodi ; Ferrari, Giorgio2019Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control
Calvia, Alessandro ; Ferrari, Giorgio2021Nash equilibria of threshold type for two-player nonzero-sum games of stopping
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John2016Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls
Dianetti, Jodi ; Ferrari, Giorgio2021Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal Boundary
Ferrari, Giorgio ; Salminen, Paavo2014
- vom 13.7.2021
Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources
Chiarolla, Maria B. ; Ferrari, Giorgio ; Riedel, Frank2012Continuous-Time Public Good Contribution under Uncertainty
Ferrari, Giorgio ; Riedel, Frank ; Steg, Jan-Henrik2015Continuous-Time Public Good Contribution under Uncertainty
Ferrari, Giorgio ; Riedel, Frank ; Steg, Jan-Henrik2013An Optimal Dividend Problem with Capital Injections over a Finite Horizon
Ferrari, Giorgio ; Schuhmann, Patrick2018A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis
de Angelis, Tiziano ; Ferrari, Giorgio2013A solvable two-dimensional singular stochastic control problem with non convex costs
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John2016