PUB - Publikationen an der Universität Bielefeld

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• [11]
  

  2024 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2987947

  Optimal production management when there is regime switching and production constraints
  Cadenillas A, Ferrari G, Schuhmann P (2024)
  Annals of Operations Research.

  PUB | DOI | WoS
   
• [10]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2964637

  Optimal dividends under Markov-modulated bankruptcy level
  Ferrari G, Schuhmann P, Zhu S (2022)
  Insurance: Mathematics and Economics 106: 146-172.

  PUB | DOI | WoS
   
• [9]
  

  2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2959047

  Optimal Dividends under Markov-Modulated Bankruptcy Level
  Ferrari G, Schuhmann P, Zhu S (2021) Center for Mathematical Economics Working Papers; 657.
  Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [8]
  

  2021 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2955114

  Singular Control of the Drift of a Brownian System
  Federico S, Ferrari G, Schuhmann P (2021)
  Applied Mathematics & Optimization.

  PUB | DOI | WoS
   
• [7]
  

  2021 | Bielefelder E-Dissertation | PUB-ID: 2956489

  On some Two-Dimensional Singular Stochastic Control Problems and their Free-Boundary Analysis
  Schuhmann P (2021)
  Bielefeld: Universität Bielefeld.

  PUB | PDF
   
• [6]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943686

  Singular Control of the Drift of a Brownian System
  Federico S, Ferrari G, Schuhmann P (2020) Center for Mathematical Economics Working Papers; 637.
  Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [5]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2949212

  A Singular Stochastic Control Problem with Interconnected Dynamics
  Federico S, Ferrari G, Schuhmann P (2020)
  SIAM Journal on Control and Optimization 58(5): 2821-2853.

  PUB | DOI | WoS
   
• [4]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637

  A Model for the Optimal Management of Inflation
  Federico S, Ferrari G, Schuhmann P (2019) Center for Mathematical Economics Working Papers; 624.
  Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [3]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2937742

  An Optimal Dividend Problem with Capital Injections over a Finite Horizon
  Ferrari G, Schuhmann P (2019)
  SIAM Journal on Control and Optimization 57(4): 2686-2719.

  PUB | DOI | WoS
   
• [2]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934781

  Classifying grey seal behaviour in relation to environmental variability and commercial fishing activity. A multivariate hidden Markov model
  van Beest FM, Mews S, Elkenkamp S, Schuhmann P, Tsolak D, Wobbe T, Bartolino V, Bastardie F, Dietz R, von Dorrien C, Galatius A, et al. (2019)
  Scientific Reports 9(1): 5642.

  PUB | DOI | WoS | PubMed | Europe PMC
   
• [1]
  

  2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930440

  An Optimal Dividend Problem with Capital Injections over a Finite Horizon
  Ferrari G, Schuhmann P (2018) Center for Mathematical Economics Working Papers; 595.
  Bielefeld: Center for Mathematical Economics.

  PUB | PDF