94 Publikationen
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2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2983417Federico, S., Ferrari, G., Torrente, M.L.: Irreversible Reinsurance: Minimization of Capital Injections in Presence of a Fixed Cost. Center for Mathematical Economics Working Papers, 682. Center for Mathematical Economics, Bielefeld (2023).PUB | PDF
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2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2981284Dianetti, J., Ferrari, G., Tzouanas, I.: Ergodic Mean-Field Games of Singular Control with Regime-Switching (extended version). Center for Mathematical Economics Working Papers, 681. Center for Mathematical Economics, Bielefeld (2023).PUB | PDF
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2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2980533Dianetti, J., Ferrari, G.: Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controls. Stochastic Processes and their Applications. 162, 547-592 (2023).PUB | DOI | WoS
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2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2978796Aïd, R., Basei, M., Ferrari, G.: A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy. Center for Mathematical Economics Working Papers, 679. Center for Mathematical Economics, Bielefeld (2023).PUB | PDF
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2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2978674Basei, M., Ferrari, G., Rodosthenous, N.: Uncertainty over Uncertainty in Environmental Policy Adoption: Bayesian Learning of Unpredictable Socioeconomic Costs. Center for Mathematical Economics Working Papers, 677. Center for Mathematical Economics, Bielefeld (2023).PUB | PDF
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2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2968012Federico, S., Ferrari, G., Torrente, M.-L.: Optimal vaccination in a SIRS epidemic model. Economic Theory . (2022).PUB | DOI | WoS | PubMed | Europe PMC
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2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2955492Calvia, A., Ferrari, G.: Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control. Center for Mathematical Economics Working Papers, 651. Center for Mathematical Economics, Bielefeld (2021).PUB | PDF
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2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2952857Dianetti, J., Ferrari, G.: Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls. Center for Mathematical Economics Working Papers, 645. Center for Mathematical Economics, Bielefeld (2021).PUB | PDF
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2020 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2949981Federico, S., Ferrari, G.: Taming the spread of an epidemic by lockdown policies. Journal of mathematical economics. (2020).PUB | DOI | WoS | PubMed | Europe PMC
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813Ferrari, G., Rodosthenous, N.: Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy. Center for Mathematical Economics Working Papers, 589, Aktual. Version Februar 2019. Center for Mathematical Economics, Bielefeld (2019).PUB | PDF
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939974Banas, L., Ferrari, G., Randrianasolo, T.A.: Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information. Center for Mathematical Economics Working Papers, 630. Center for Mathematical Economics, Bielefeld (2019).PUB | PDF
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936699Dianetti, J., Ferrari, G., Fischer, M., Nendel, M.: Submodular Mean Field Games. Existence and Approximation of Solutions. Center for Mathematical Economics Working Papers, 621. Center for Mathematical Economics, Bielefeld (2019).PUB | PDF
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2932994Dianetti, J., Ferrari, G.: Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria. Center for Mathematical Economics Working Papers, 605. Center for Mathematical Economics, Bielefeld (2019).PUB | PDF
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374Federico, S., Ferrari, G., Riedel, F., Röckner, M.: On a Class of Infinite-Dimensional Singular Stochastic Control Problems. Center for Mathematical Economics Working Papers, 614. Center for Mathematical Economics, Bielefeld (2019).PUB | PDF
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930430de Angelis, T., Ferrari, G., Hamadène, S.: A Note on a New Existence Result for Reflected BSDES with Interconnected Obstacles. Center for Mathematical Economics Working Papers, 591. Center for Mathematical Economics, Bielefeld (2017).PUB | PDF
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904729de Angelis, T., Ferrari, G., Moriarty, J.: A solvable two-dimensional singular stochastic control problem with non convex costs. Center for Mathematical Economics Working Papers, 561. Center for Mathematical Economics, Bielefeld (2016).PUB | PDF
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904748de Angelis, T., Ferrari, G., Moriarty, J.: Nash equilibria of threshold type for two-player nonzero-sum games of stopping. Center for Mathematical Economics Working Papers, 563. Center for Mathematical Economics, Bielefeld (2016).PUB | PDF
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904753de Angelis, T., Ferrari, G.: Stochastic nonzero-sum games: a new connection between singular control and optimal stopping . Center for Mathematical Economics Working Papers, 565. Center for Mathematical Economics, Bielefeld (2016).PUB | PDF
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904756de Angelis, T., Ferrari, G., Martyr, R., Moriarty, J.: Optimal entry to an irreversible investment plan with non convex costs . Center for Mathematical Economics Working Papers, 566. Center for Mathematical Economics, Bielefeld (2016).PUB | PDF
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901528de Angelis, T., Ferrari, G., Moriarty, J.: A non convex singular stochastic control problem and its related optimal stopping boundaries. Center for Mathematical Economics Working Papers, 508. Center for Mathematical Economics, Bielefeld (2014).PUB | PDF
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901544de Angelis, T., Federico, S., Ferrari, G.: On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment. Center for Mathematical Economics Working Papers, 509. Center for Mathematical Economics, Bielefeld (2014).PUB | PDF
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901687de Angelis, T., Ferrari, G., Moriarty, J.: A solvable two-dimensional degenerate singular stochastic control problem with non convex costs. Center for Mathematical Economics Working Papers, 531. Center for Mathematical Economics, Bielefeld (2014).PUB | PDF
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2012 | Diskussionspapier | Veröffentlicht | PUB-ID: 2671727Chiarolla, M.B., Ferrari, G., Riedel, F.: Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources. Working Papers. Institute of Mathematical Economics, 463. Center for Mathematical Economics, Bielefeld (2012).PUB | PDF