94 Publikationen
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2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2987416Dammann, Felix, and Ferrari, Giorgio. 2024. A Stationary Equilibrium Model of Green Technology Adoption with Endogenous Carbon Price. Vol. 688. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2985970Ferrari, Giorgio, and Zhu, Shihao. 2023. On a Merton Problem with Irreversible Healthcare Investment. überarbeitete Version. Vol. 671. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2985076Chen, An, Ferrari, Giorgio, and Zhu, Shihao. 2023. Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning. Vol. 684. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2983417Federico, Salvatore, Ferrari, Giorgio, and Torrente, Maria Laura. 2023. Irreversible Reinsurance: Minimization of Capital Injections in Presence of a Fixed Cost. Vol. 682. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2981284Dianetti, Jodi, Ferrari, Giorgio, and Tzouanas, Ioannis. 2023. Ergodic Mean-Field Games of Singular Control with Regime-Switching (extended version). Vol. 681. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2980533Dianetti, Jodi, and Ferrari, Giorgio. 2023. “Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controls”. Stochastic Processes and their Applications 162: 547-592.
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2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2978796Aïd, René, Basei, Matteo, and Ferrari, Giorgio. 2023. A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy. Vol. 679. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2023 | Diskussionspapier | Veröffentlicht | PUB-ID: 2978674Basei, Matteo, Ferrari, Giorgio, and Rodosthenous, Neofytos. 2023. Uncertainty over Uncertainty in Environmental Policy Adoption: Bayesian Learning of Unpredictable Socioeconomic Costs. Vol. 677. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2968012Federico, Salvatore, Ferrari, Giorgio, and Torrente, Maria-Laura. 2022. “Optimal vaccination in a SIRS epidemic model”. Economic Theory .
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2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2961488Dammann, Felix, and Ferrari, Giorgio. 2022. Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return. Vol. 663. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2960759Dianetti, Jodi, Ferrari, Giorgio, Fischer, Markus, and Nendel, Max. 2022. A Unifying Framework for Submodular Mean Field Games. Vol. 661. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2955492Calvia, Alessandro, and Ferrari, Giorgio. 2021. Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control. Vol. 651. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2955165Cao, Haoyang, Dianetti, Jodi, and Ferrari, Giorgio. 2021. Stationary Discounted and Ergodic Mean Field Games of Singular Control. Vol. 650. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2952857Dianetti, Jodi, and Ferrari, Giorgio. 2021. Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls. Vol. 645. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2952182Federico, Salvatore, Ferrari, Giorgio, and Rodosthenous, Neofytos. 2021. Two-Sided Singular Control of an Inventory with Unknown Demand Trend. Vol. 643. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943684Bandini, Elena, de Angelis, Tiziano, Ferrari, Giorgio, and Gozzi, Fausto. 2020. Optimal Dividend Payout under Stochastic Discounting. Vol. 636. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2949956Falbo, Paolo, Ferrari, Giorgio, Rizzini, Giorgio, and Schmeck, Maren Diane. 2020. Optimal Switch from a Fossil-Fueled to an Electric Vehicle. Vol. 642. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2948952Ferrari, Giorgio, Li, Hanwu, and Riedel, Frank. 2020. Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty. Vol. 641. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2020 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2949981Federico, Salvatore, and Ferrari, Giorgio. 2020. “Taming the spread of an epidemic by lockdown policies.”. Journal of mathematical economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813Ferrari, Giorgio, and Rodosthenous, Neofytos. 2019. Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy. Aktual. Version Februar 2019. Vol. 589. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939974Banas, Lubomir, Ferrari, Giorgio, and Randrianasolo, Tsiry Avisoa. 2019. Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information. Vol. 630. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936699Dianetti, Jodi, Ferrari, Giorgio, Fischer, Markus, and Nendel, Max. 2019. Submodular Mean Field Games. Existence and Approximation of Solutions. Vol. 621. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2932994Dianetti, Jodi, and Ferrari, Giorgio. 2019. Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria. Vol. 605. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933360Callegaro, Giorgia, Ceci, Claudia, and Ferrari, Giorgio. 2019. Optimal Reduction of Public Debt under Partial Observation of the Economic Growth. Vol. 608. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374Federico, Salvatore, Ferrari, Giorgio, Riedel, Frank, and Röckner, Michael. 2019. On a Class of Infinite-Dimensional Singular Stochastic Control Problems. Vol. 614. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930430de Angelis, Tiziano, Ferrari, Giorgio, and Hamadène, Saïd. 2017. A Note on a New Existence Result for Reflected BSDES with Interconnected Obstacles. Vol. 591. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904729de Angelis, Tiziano, Ferrari, Giorgio, and Moriarty, John. 2016. A solvable two-dimensional singular stochastic control problem with non convex costs. Vol. 561. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904748de Angelis, Tiziano, Ferrari, Giorgio, and Moriarty, John. 2016. Nash equilibria of threshold type for two-player nonzero-sum games of stopping. Vol. 563. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904753de Angelis, Tiziano, and Ferrari, Giorgio. 2016. Stochastic nonzero-sum games: a new connection between singular control and optimal stopping . Vol. 565. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904756de Angelis, Tiziano, Ferrari, Giorgio, Martyr, Randall, and Moriarty, John. 2016. Optimal entry to an irreversible investment plan with non convex costs . Vol. 566. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2015 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901450Ferrari, Giorgio, Riedel, Frank, and Steg, Jan-Henrik. 2015. Continuous-Time Public Good Contribution under Uncertainty. Version February 2015. Vol. 485. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2782593Chiarolla, Maria B., Ferrari, Giorgio, and Stabile, Gabriele. 2015. “Optimal dynamic procurement policies for a storable commodity with Levy prices and convex holding costs”. European Journal of Operational Research 247 (3): 847-858.
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901528de Angelis, Tiziano, Ferrari, Giorgio, and Moriarty, John. 2014. A non convex singular stochastic control problem and its related optimal stopping boundaries. Vol. 508. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901544de Angelis, Tiziano, Federico, Salvatore, and Ferrari, Giorgio. 2014. On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment. Vol. 509. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901685Ferrari, Giorgio, and Salminen, Paavo. 2014. Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal Boundary. Vol. 530. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901687de Angelis, Tiziano, Ferrari, Giorgio, and Moriarty, John. 2014. A solvable two-dimensional degenerate singular stochastic control problem with non convex costs. Vol. 531. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2681888Chiarolla, Maria B., and Ferrari, Giorgio. 2014. “Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank--El Karoui Representation Theorem”. SIAM Journal on Control and Optimization 52 (2): 1048-1070.
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2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2693721Chiarolla, Maria B., Ferrari, Giorgio, and Riedel, Frank. 2013. “Generalized Kuhn--Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources”. SIAM Journal on Control and Optimization 51 (5): 3863-3885.
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2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674083de Angelis, Tiziano, and Ferrari, Giorgio. 2013. A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis. Vol. 477. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2012 | Diskussionspapier | Veröffentlicht | PUB-ID: 2671727Chiarolla, Maria B., Ferrari, Giorgio, and Riedel, Frank. 2012. Generalized Kuhn–Tucker conditions for N-Firm stochastic irreversible investment under limited resources. Vol. 463. Working Papers. Institute of Mathematical Economics. Bielefeld: Center for Mathematical Economics.