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• [11]
  

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

  A. Cadenillas, G. Ferrari, and P. Schuhmann, “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

  G. Ferrari, P. Schuhmann, and S. Zhu, “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

  G. Ferrari, P. Schuhmann, and S. Zhu, Optimal Dividends under Markov-Modulated Bankruptcy Level, Center For Mathematical Economics, Bielefeld, 2021.

  PUB | PDF
   
• [8]
  

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

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

  PUB | DOI | WoS
   
• [7]
  

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

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

  PUB | PDF
   
• [6]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943686

  S. Federico, G. Ferrari, and P. Schuhmann, Singular Control of the Drift of a Brownian System, Center For Mathematical Economics, Bielefeld, 2020.

  PUB | PDF
   
• [5]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2949212

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

  PUB | DOI | WoS
   
• [4]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637

  S. Federico, G. Ferrari, and P. Schuhmann, A Model for the Optimal Management of Inflation, Center For Mathematical Economics, Bielefeld, 2019.

  PUB | PDF
   
• [3]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2937742

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

  PUB | DOI | WoS
   
• [2]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934781

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

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

  2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930440

  G. Ferrari, and P. Schuhmann, An Optimal Dividend Problem with Capital Injections over a Finite Horizon , Center For Mathematical Economics, Bielefeld, 2018.

  PUB | PDF