PUB - Publikationen an der Universität Bielefeld

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• [16]
  

  2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2987106

  Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility
  Dianetti J, Riedel F, Stanza L (2024) Center for Mathematical Economics Working Papers; 685.
  Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [15]
  

  2023 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2985885

  Linear-quadratic-singular stochastic differential games and applications
  Dianetti J (2023)
  Decisions in Economics and Finance.

  PUB | PDF | DOI | WoS
   
• [14]
  

  2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2981284

  Ergodic Mean-Field Games of Singular Control with Regime-Switching (extended version)
  Dianetti J, Ferrari G, Tzouanas I (2023) Center for Mathematical Economics Working Papers; 681.
  Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [13]
  

  2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2980533

  Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controls
  Dianetti J, Ferrari G (2023)
  Stochastic Processes and their Applications 162: 547-592.

  PUB | DOI | WoS
   
• [12]
  

  2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2978677

  Linear-Quadratic-Singular Stochastic Differential Games and Applications
  Dianetti J (2023) Center for Mathematical Economics Working Papers; 678.
  Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [11]
  

  2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2968001

  Strong Solutions to Submodular Mean Field Games with Common Noise and Related McKean-Vlasov FBSDES
  Dianetti J (2023) Center for Mathematical Economics Working Papers; 674.
  Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [10]
  

  2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2978299

  A Unifying Framework for Submodular Mean Field Games
  Dianetti J, Ferrari G, Fischer M, Nendel M (2022)
  Mathematics of Operations Research .

  PUB | DOI | WoS
   
• [9]
  

  2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2967384

  Stationary Discounted and Ergodic Mean Field Games with Singular Controls
  Cao H, Dianetti J, Ferrari G (2022)
  Mathematics of Operations Research.

  PUB | DOI | WoS
   
• [8]
  

  2022 | Bielefelder E-Dissertation | PUB-ID: 2960571

  Stochastic singular control: existence, characterization and approximation of solutions in cost minimization problems and games
  Dianetti J (2022)
  Bielefeld: Universität Bielefeld.

  PUB | PDF
   
• [7]
  

  2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2960759

  A Unifying Framework for Submodular Mean Field Games
  Dianetti J, Ferrari G, Fischer M, Nendel M (2022) Center for Mathematical Economics Working Papers; 661.
  Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [6]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2960414

  Submodular mean field games: Existence and approximation of solutions
  Dianetti J, Ferrari G, Fischer M, Nendel M (2021)
  Annals of Applied Probability 31(6): 2538-2566.

  PUB | DOI | WoS
   
• [5]
  

  2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2955165

  Stationary Discounted and Ergodic Mean Field Games of Singular Control
  Cao H, Dianetti J, Ferrari G (2021) Center for Mathematical Economics Working Papers; 650.
  Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [4]
  

  2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2952857

  Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls
  Dianetti J, Ferrari G (2021) Center for Mathematical Economics Working Papers; 645.
  Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [3]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2945133

  NONZERO-SUM SUBMODULAR MONOTONE-FOLLOWER GAMES: EXISTENCE AND APPROXIMATION OF NASH EQUILIBRIA
  Dianetti J, Ferrari G (2020)
  SIAM JOURNAL ON CONTROL AND OPTIMIZATION 58(3): 1257-1288.

  PUB | DOI | WoS
   
• [2]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936699

  Submodular Mean Field Games. Existence and Approximation of Solutions
  Dianetti J, Ferrari G, Fischer M, Nendel M (2019) Center for Mathematical Economics Working Papers; 621.
  Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [1]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2932994

  Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria
  Dianetti J, Ferrari G (2019) Center for Mathematical Economics Working Papers; 605.
  Bielefeld: Center for Mathematical Economics.

  PUB | PDF