PUB - Publikationen an der Universität Bielefeld

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• [11]
  

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

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

  PUB | DOI | WoS
   
• [10]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2964637

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

  PUB | DOI | WoS
   
• [9]
  

  2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2959047

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

  PUB | PDF
   
• [8]
  

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

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

  PUB | DOI | WoS
   
• [7]
  

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

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

  PUB | PDF
   
• [6]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943686

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

  PUB | PDF
   
• [5]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2949212

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

  PUB | DOI | WoS
   
• [4]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637

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

  PUB | PDF
   
• [3]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2937742

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

  PUB | DOI | WoS
   
• [2]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934781

  van Beest FM, Mews S, Elkenkamp S, et al. Classifying grey seal behaviour in relation to environmental variability and commercial fishing activity. A multivariate hidden Markov model. Scientific Reports. 2019;9(1): 5642.

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

  2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930440

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

  PUB | PDF