99 Publikationen
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2024 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2991985Irreversible reinsurance: minimization of capital injections in presence of a fixed costPUB | DOI | WoS
Federico S, Ferrari G, Torrente M-L (2024)
Mathematics and Financial Economics . -
2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2990509
Variational Inequalities and Smooth-Fit Principle for Singular Stochastic Control Problems in Hilbert SpacesPUB | PDF
Federico S, Ferrari G, Riedel F, Röckner M (2024) Center for Mathematical Economics Working Papers; 692.
Bielefeld: Center for Mathematical Economics. -
2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2989459Uncertainty over uncertainty in environmental policy adoption: Bayesian learning of unpredictable socioeconomic costsPUB | DOI | WoS
Basei M, Ferrari G, Rodosthenous N (2024)
Journal of Economic Dynamics and ControlL 161: 104841. -
2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2988979
Cooperation, Correlation and Competition in Ergodic $N$-Player Games and Mean-Field Games of Singular Controls: A Case StudyPUB | PDF
Cannerozzi F, Ferrari G (2024) Center for Mathematical Economics Working Papers; 691.
Bielefeld: Center for Mathematical Economics. -
2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2988384
A Mean-Field Model of Optimal InvestmentPUB | PDF
Calvia A, Federico S, Ferrari G, Gozzi F (2024) Center for Mathematical Economics Working Papers; 690.
Bielefeld: Center for Mathematical Economics. -
2024 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2987947Optimal production management when there is regime switching and production constraintsPUB | DOI | WoS
Cadenillas A, Ferrari G, Schuhmann P (2024)
Annals of Operations Research. -
2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2987416
A Stationary Equilibrium Model of Green Technology Adoption with Endogenous Carbon PricePUB | PDF
Dammann F, Ferrari G (2024) Center for Mathematical Economics Working Papers; 688.
Bielefeld: Center for Mathematical Economics. -
2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2981371
Optimal execution with multiplicative price impact and incomplete information on the returnPUB | PDF | DOI | WoS
Dammann F, Ferrari G (2023)
Finance and Stochastics 27: 713–768. -
2023 | Preprint | Veröffentlicht | PUB-ID: 2987708Numerical approximation of Dynkin games with asymmetric informationPUB | DOI
Banas L, Ferrari G, Randrianasolo TA (2023) . -
2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2985970
On a Merton Problem with Irreversible Healthcare InvestmentPUB | PDF
Ferrari G, Zhu S (2023) Center for Mathematical Economics Working Papers; 671, überarbeitete Version.
Bielefeld: Center for Mathematical Economics. -
2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2985076
Striking the Balance: Life Insurance Timing and Asset Allocation in Financial PlanningPUB | PDF
Chen A, Ferrari G, Zhu S (2023) Center for Mathematical Economics Working Papers; 684.
Bielefeld: Center for Mathematical Economics. -
2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2984621
Optimal Retirement Choice under Age-dependent Force of MortalityPUB | PDF
Ferrari G, Zhu S (2023) Center for Mathematical Economics Working Papers; 683.
Bielefeld: Center for Mathematical Economics. -
2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2983417
Irreversible Reinsurance: Minimization of Capital Injections in Presence of a Fixed CostPUB | PDF
Federico S, Ferrari G, Torrente ML (2023) Center for Mathematical Economics Working Papers; 682.
Bielefeld: Center for Mathematical Economics. -
2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2981284
Ergodic Mean-Field Games of Singular Control with Regime-Switching (extended version)PUB | PDF
Dianetti J, Ferrari G, Tzouanas I (2023) Center for Mathematical Economics Working Papers; 681.
Bielefeld: Center for Mathematical Economics. -
2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2980533Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controlsPUB | DOI | WoS
Dianetti J, Ferrari G (2023)
Stochastic Processes and their Applications 162: 547-592. -
2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2978796
A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime EconomyPUB | PDF
Aïd R, Basei M, Ferrari G (2023) Center for Mathematical Economics Working Papers; 679.
Bielefeld: Center for Mathematical Economics. -
2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2978674
Uncertainty over Uncertainty in Environmental Policy Adoption: Bayesian Learning of Unpredictable Socioeconomic CostsPUB | PDF
Basei M, Ferrari G, Rodosthenous N (2023) Center for Mathematical Economics Working Papers; 677.
Bielefeld: Center for Mathematical Economics. -
2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2967537
Consumption Descision, Portfolio Choice and Healthcare Irreversible InvestmentPUB | PDF
Ferrari G, Zhu S (2022) Center for Mathematical Economics Working Papers; 671.
Bielefeld: Center for Mathematical Economics. -
2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2979039Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectationsPUB | DOI | WoS
Ferrari G, Li H, Riedel F (2022)
Advances in Applied Probability 54(4): 1222-1251. -
2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2978299A Unifying Framework for Submodular Mean Field GamesPUB | DOI | WoS
Dianetti J, Ferrari G, Fischer M, Nendel M (2022)
Mathematics of Operations Research . -
2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2968012Optimal vaccination in a SIRS epidemic modelPUB | DOI | WoS | PubMed | Europe PMC
Federico S, Ferrari G, Torrente M-L (2022)
Economic Theory . -
2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2967384Stationary Discounted and Ergodic Mean Field Games with Singular ControlsPUB | DOI | WoS
Cao H, Dianetti J, Ferrari G (2022)
Mathematics of Operations Research. -
2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2964637Optimal dividends under Markov-modulated bankruptcy levelPUB | DOI | WoS
Ferrari G, Schuhmann P, Zhu S (2022)
Insurance: Mathematics and Economics 106: 146-172. -
2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2963714
Optimal Vaccination in a SIRS Epidemic ModelPUB | PDF
Federico S, Ferrari G, Torrente M-L (2022) Center for Mathematical Economics Working Papers; 667.
Bielefeld: Center for Mathematical Economics. -
2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2962706Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal ControlPUB | DOI | WoS
Calvia A, Ferrari G (2022)
Applied Mathematics and Optimization 85(2): 12. -
2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2961488
Optimal Execution with Multiplicative Price Impact and Incomplete Information on the ReturnPUB | PDF
Dammann F, Ferrari G (2022) Center for Mathematical Economics Working Papers; 663.
Bielefeld: Center for Mathematical Economics. -
2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2961096Optimal dividend payout under stochastic discountingPUB | DOI | WoS
Bandini E, De Angelis T, Ferrari G, Gozzi F (2022)
Mathematical Finance . -
2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2960759
A Unifying Framework for Submodular Mean Field GamesPUB | PDF
Dianetti J, Ferrari G, Fischer M, Nendel M (2022) Center for Mathematical Economics Working Papers; 661.
Bielefeld: Center for Mathematical Economics. -
2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958433A Knightian irreversible investment problemPUB | DOI | WoS
Ferrari G, Li H, Riedel F (2022)
Journal of Mathematical Analysis and Applications 507(1): 125744. -
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2960414Submodular mean field games: Existence and approximation of solutionsPUB | DOI | WoS
Dianetti J, Ferrari G, Fischer M, Nendel M (2021)
Annals of Applied Probability 31(6): 2538-2566. -
2021 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2960182On an irreversible investment problem with two-factor uncertaintyPUB | DOI | WoS
Dammann F, Ferrari G (2021)
Quantitative Finance. -
2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2955165
Stationary Discounted and Ergodic Mean Field Games of Singular ControlPUB | PDF
Cao H, Dianetti J, Ferrari G (2021) Center for Mathematical Economics Working Papers; 650.
Bielefeld: Center for Mathematical Economics. -
2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2955492
Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal ControlPUB | PDF
Calvia A, Ferrari G (2021) Center for Mathematical Economics Working Papers; 651.
Bielefeld: Center for Mathematical Economics. -
2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2959047
Optimal Dividends under Markov-Modulated Bankruptcy LevelPUB | PDF
Ferrari G, Schuhmann P, Zhu S (2021) Center for Mathematical Economics Working Papers; 657.
Bielefeld: Center for Mathematical Economics. -
2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2952857
Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal ControlsPUB | PDF
Dianetti J, Ferrari G (2021) Center for Mathematical Economics Working Papers; 645.
Bielefeld: Center for Mathematical Economics. -
2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2952860
On an Irreversible Investment Problem with Two-Factor UncertaintyPUB | PDF
Dammann F, Ferrari G (2021) Center for Mathematical Economics Working Papers; 646.
Bielefeld: Center for Mathematical Economics. -
2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2952182
Two-Sided Singular Control of an Inventory with Unknown Demand TrendPUB | PDF
Federico S, Ferrari G, Rodosthenous N (2021) Center for Mathematical Economics Working Papers; 643.
Bielefeld: Center for Mathematical Economics. -
2021 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2959491Optimal switch from a fossil-fueled to an electric vehiclePUB | DOI | WoS
Falbo P, Ferrari G, Rizzini G, Schmeck MD (2021)
Decisions in Economics and Finance. -
2021 | Preprint | Veröffentlicht | PUB-ID: 2939728Numerical approximation of the value of a stochastic differential game with asymmetric informationPUB | DOI | WoS | arXiv
Banas L, Ferrari G, Randrianasolo TA (2021)
arXiv:1912.13248. -
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2955128On a Class of Infinite-Dimensional Singular Stochastic Control ProblemsPUB | DOI | WoS
Federico S, Ferrari G, Riedel F, Röckner M (2021)
SIAM Journal on Control and Optimization 59(2): 1680-1704. -
2021 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2955114Singular Control of the Drift of a Brownian SystemPUB | DOI | WoS
Federico S, Ferrari G, Schuhmann P (2021)
Applied Mathematics & Optimization. -
2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2946500
Optimal reduction of public debt under partial observation of the economic growthPUB | PDF | DOI | WoS
Callegaro G, Ceci C, Ferrari G (2020)
Finance and stochastics 24(4): 1083-1132. -
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945084
Taming the Spread of an Epidemic by Lockdown PoliciesPUB | PDF
Federico S, Ferrari G (2020) Center for Mathematical Economics Working Papers; 639.
Bielefeld: Center for Mathematical Economics. -
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2942252
A Knightian Irreversible Investment ProblemPUB | PDF
Ferrari G, Li H, Riedel F (2020) Center for Mathematical Economics Working Papers; 634.
Bielefeld: Center for Mathematical Economics. -
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943684
Optimal Dividend Payout under Stochastic DiscountingPUB | PDF
Bandini E, de Angelis T, Ferrari G, Gozzi F (2020) Center for Mathematical Economics Working Papers; 636.
Bielefeld: Center for Mathematical Economics. -
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943686
Singular Control of the Drift of a Brownian SystemPUB | PDF
Federico S, Ferrari G, Schuhmann P (2020) Center for Mathematical Economics Working Papers; 637.
Bielefeld: Center for Mathematical Economics. -
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2948952
Optimal Consumption with Intertemporal Substitution under Knightian UncertaintyPUB | PDF
Ferrari G, Li H, Riedel F (2020) Center for Mathematical Economics Working Papers; 641.
Bielefeld: Center for Mathematical Economics. -
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2949956
Optimal Switch from a Fossil-Fueled to an Electric VehiclePUB | PDF
Falbo P, Ferrari G, Rizzini G, Schmeck MD (2020) Center for Mathematical Economics Working Papers; 642.
Bielefeld: Center for Mathematical Economics. -
2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2944790OPTIMAL CONTROL OF DEBT-TO-GDP RATIO IN AN N-STATE REGIME SWITCHING ECONOMYPUB | DOI | WoS
Ferrari G, Rodosthenous N (2020)
SIAM JOURNAL ON CONTROL AND OPTIMIZATION 58(2): 755-786. -
2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2945133NONZERO-SUM SUBMODULAR MONOTONE-FOLLOWER GAMES: EXISTENCE AND APPROXIMATION OF NASH EQUILIBRIAPUB | DOI | WoS
Dianetti J, Ferrari G (2020)
SIAM JOURNAL ON CONTROL AND OPTIMIZATION 58(3): 1257-1288. -
2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2939181On the singular control of exchange ratesPUB | DOI | WoS
Ferrari G, Vargiolu T (2020)
Annals of Operations Research 292: 795-832. -
2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2949212A Singular Stochastic Control Problem with Interconnected DynamicsPUB | DOI | WoS
Federico S, Ferrari G, Schuhmann P (2020)
SIAM Journal on Control and Optimization 58(5): 2821-2853. -
2020 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2949981Taming the spread of an epidemic by lockdown policies.PUB | DOI | WoS | PubMed | Europe PMC
Federico S, Ferrari G (2020)
Journal of mathematical economics. -
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813
Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching EconomyPUB | PDF
Ferrari G, Rodosthenous N (2019) Center for Mathematical Economics Working Papers; 589, Aktual. Version Februar 2019.
Bielefeld: Center for Mathematical Economics. -
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637
A Model for the Optimal Management of InflationPUB | PDF
Federico S, Ferrari G, Schuhmann P (2019) Center for Mathematical Economics Working Papers; 624.
Bielefeld: Center for Mathematical Economics. -
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936699
Submodular Mean Field Games. Existence and Approximation of SolutionsPUB | PDF
Dianetti J, Ferrari G, Fischer M, Nendel M (2019) Center for Mathematical Economics Working Papers; 621.
Bielefeld: Center for Mathematical Economics. -
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939974
Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric InformationPUB | PDF
Banas L, Ferrari G, Randrianasolo TA (2019) Center for Mathematical Economics Working Papers; 630.
Bielefeld: Center for Mathematical Economics. -
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374
On a Class of Infinite-Dimensional Singular Stochastic Control ProblemsPUB | PDF
Federico S, Ferrari G, Riedel F, Röckner M (2019) Center for Mathematical Economics Working Papers; 614.
Bielefeld: Center for Mathematical Economics. -
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2932994
Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash EquilibriaPUB | PDF
Dianetti J, Ferrari G (2019) Center for Mathematical Economics Working Papers; 605.
Bielefeld: Center for Mathematical Economics. -
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933360
Optimal Reduction of Public Debt under Partial Observation of the Economic GrowthPUB | PDF
Callegaro G, Ceci C, Ferrari G (2019) Center for Mathematical Economics Working Papers; 608.
Bielefeld: Center for Mathematical Economics. -
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2936024A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex CostsPUB | DOI | WoS
De Angelis T, Ferrari G, Moriarty J (2019)
MATHEMATICS OF OPERATIONS RESEARCH 44(2): 512-531. -
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2937742An Optimal Dividend Problem with Capital Injections over a Finite HorizonPUB | DOI | WoS
Ferrari G, Schuhmann P (2019)
SIAM Journal on Control and Optimization 57(4): 2686-2719. -
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2938385An Optimal Extraction Problem with Price ImpactPUB | DOI | WoS
Ferrari G, Koch T (2019)
APPLIED MATHEMATICS AND OPTIMIZATION. -
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2936634On a strategic model of pollution controlPUB | DOI | WoS
Ferrari G, Koch T (2019)
Annals of Operations Research 275(2): 297-319. -
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934107On a class of singular stochastic control problems for reflected diffusionsPUB | DOI | WoS
Ferrari G (2019)
Journal of Mathematical Analysis and Applications 473(2): 952-979. -
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930440
An Optimal Dividend Problem with Capital Injections over a Finite HorizonPUB | PDF
Ferrari G, Schuhmann P (2018) Center for Mathematical Economics Working Papers; 595.
Bielefeld: Center for Mathematical Economics. -
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2932622
An optimal extraction problem with price impactPUB | PDF
Ferrari G, Koch T (2018) Center for Mathematical Economics Working Papers; 603.
Bielefeld: Center for Mathematical Economics. -
2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2932800On an Optimal Extraction problem with Regime SwitchingPUB | DOI | WoS | arXiv
Ferrari G, Yang S (2018)
Advances in Applied Probability 50(3): 671-705. -
2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2930530Stochastic nonzero-sum games: a new connection between singular control and optimal stoppingPUB | DOI | WoS | arXiv
De Angelis T, Ferrari G (2018)
Advances in Applied Probability 50(2): 347-372. -
2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2920351Nash equilibria of threshold type for two-player nonzero-sum games of stoppingPUB | DOI | WoS | arXiv
De Angelis T, Ferrari G, Moriarty J (2018)
Annals of Applied Probability 28(1): 112-147. -
2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930430
A Note on a New Existence Result for Reflected BSDES with Interconnected ObstaclesPUB | PDF
de Angelis T, Ferrari G, Hamadène S (2017) Center for Mathematical Economics Working Papers; 591.
Bielefeld: Center for Mathematical Economics. -
2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930433
On a Class of Singular Stochastic Control Problems for Reflected DiffusionsPUB | PDF
Ferrari G (2017) Center for Mathematical Economics Working Papers; 592.
Bielefeld: Center for Mathematical Economics. -
2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930438
On the Singular Control of Exchange RatesPUB | PDF
Ferrari G, Vargiolu T (2017) Center for Mathematical Economics Working Papers; 594.
Bielefeld: Center for Mathematical Economics. -
2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930413
On a Strategic Model of Pollution ControlPUB | PDF
Ferrari G, Koch T (2017) Center for Mathematical Economics Working Papers; 586.
Bielefeld: Center for Mathematical Economics. -
2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2916438Optimal Boundary Surface for Irreversible Investment with Stochastic CostsPUB | DOI | WoS
De Angelis T, Federico S, Ferrari G (2017)
Mathematics of Operations Research 42(4): 1135-1161. -
2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901752Optimal Entry to an Irreversible Investment Plan with Non Convex CostsPUB | DOI | WoS | arXiv
Angelis TD, Ferrari G, Martyr R, Moriarty J (2017)
MATHEMATICS AND FINANCIAL ECONOMICS 11(4): 423-454. -
2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901747Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control ApproachPUB | DOI | WoS
Ferrari G, Riedel F, Steg J-H (2017)
Applied Mathematics & Optimization 75(3): 429-470. -
2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904729
A solvable two-dimensional singular stochastic control problem with non convex costsPUB | PDF
de Angelis T, Ferrari G, Moriarty J (2016) Center for Mathematical Economics Working Papers; 561.
Bielefeld: Center for Mathematical Economics. -
2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904731
On an optimal extraction problem with regime switchingPUB | PDF
Ferrari G, Yang S (2016) Center for Mathematical Economics Working Papers; 562.
Bielefeld: Center for Mathematical Economics. -
2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904748
Nash equilibria of threshold type for two-player nonzero-sum games of stoppingPUB | PDF
de Angelis T, Ferrari G, Moriarty J (2016) Center for Mathematical Economics Working Papers; 563.
Bielefeld: Center for Mathematical Economics. -
2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904750
Controlling public debt without forgetting InflationPUB | PDF
Ferrari G (2016) Center for Mathematical Economics Working Papers; 564.
Bielefeld: Center for Mathematical Economics. -
2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904753
Stochastic nonzero-sum games: a new connection between singular control and optimal stoppingPUB | PDF
de Angelis T, Ferrari G (2016) Center for Mathematical Economics Working Papers; 565.
Bielefeld: Center for Mathematical Economics. -
2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904756
Optimal entry to an irreversible investment plan with non convex costsPUB | PDF
de Angelis T, Ferrari G, Martyr R, Moriarty J (2016) Center for Mathematical Economics Working Papers; 566.
Bielefeld: Center for Mathematical Economics. -
2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2906562IRREVERSIBLE INVESTMENT UNDER LEVY UNCERTAINTY: AN EQUATION FOR THE OPTIMAL BOUNDARYPUB | DOI | WoS
Ferrari G, Salminen P (2016)
ADVANCES IN APPLIED PROBABILITY 48(1): 298-314. -
2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2766940A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping BoundariesPUB | DOI | WoS
De Angelis T, Ferrari G, Moriarty J (2015)
SIAM Journal on Control and Optimization 53(3): 1199-1223. -
2015 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901450
Continuous-Time Public Good Contribution under UncertaintyPUB | PDF
Ferrari G, Riedel F, Steg J-H (2015) Center for Mathematical Economics Working Papers; 485, Version February 2015.
Bielefeld: Center for Mathematical Economics. -
2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2782593Optimal dynamic procurement policies for a storable commodity with Levy prices and convex holding costsPUB | DOI | WoS
Chiarolla MB, Ferrari G, Stabile G (2015)
European Journal of Operational Research 247(3): 847-858. -
2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2718995On an integral equation for the free-boundary of stochastic, irreversible investment problemsPUB | DOI | WoS
Ferrari G (2015)
The Annals of Applied Probability 25(1): 150-176. -
2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901528
A non convex singular stochastic control problem and its related optimal stopping boundariesPUB | PDF
de Angelis T, Ferrari G, Moriarty J (2014) Center for Mathematical Economics Working Papers; 508.
Bielefeld: Center for Mathematical Economics. -
2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901544
On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible InvestmentPUB | PDF
de Angelis T, Federico S, Ferrari G (2014) Center for Mathematical Economics Working Papers; 509.
Bielefeld: Center for Mathematical Economics. -
2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901685
Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal BoundaryPUB | PDF
Ferrari G, Salminen P (2014) Center for Mathematical Economics Working Papers; 530.
Bielefeld: Center for Mathematical Economics. -
2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901687
A solvable two-dimensional degenerate singular stochastic control problem with non convex costsPUB | PDF
de Angelis T, Ferrari G, Moriarty J (2014) Center for Mathematical Economics Working Papers; 531.
Bielefeld: Center for Mathematical Economics. -
2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2705522A stochastic partially reversible investment problem on a finite time-horizon: Free-boundary analysisPUB | DOI | WoS
De Angelis T, Ferrari G (2014)
Stochastic Processes and their Applications 124(12): 4080-4119. -
2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2681888Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank--El Karoui Representation TheoremPUB | DOI | WoS
Chiarolla MB, Ferrari G (2014)
SIAM Journal on Control and Optimization 52(2): 1048-1070. -
2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2693721Generalized Kuhn--Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited ResourcesPUB | DOI | WoS
Chiarolla MB, Ferrari G, Riedel F (2013)
SIAM Journal on Control and Optimization 51(5): 3863-3885. -
2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674083
A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary AnalysisPUB | PDF
de Angelis T, Ferrari G (2013) Center for Mathematical Economics Working Papers; 477.
Bielefeld: Center for Mathematical Economics. -
2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674160
Continuous-Time Public Good Contribution under UncertaintyPUB | PDF
Ferrari G, Riedel F, Steg J-H (2013) Center for Mathematical Economics Working Papers; 485.
Bielefeld: Center for Mathematical Economics. -
2012 | Diskussionspapier | Veröffentlicht | PUB-ID: 2671727
Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resourcesPUB | PDF
Chiarolla MB, Ferrari G, Riedel F (2012) Working Papers. Institute of Mathematical Economics; 463.
Bielefeld: Center for Mathematical Economics. -
2012 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674034
On an integral equation for the free boundary of stochastic, irreversible investment problemsPUB | PDF
Ferrari G (2012) Working Papers. Institute of Mathematical Economics; 471.
Bielefeld: Center for Mathematical Economics.