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• [11]
  

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

  Cadenillas, A., Ferrari, G., & Schuhmann, P. (2024). Optimal production management when there is regime switching and production constraints. Annals of Operations Research. https://doi.org/10.1007/s10479-024-05892-y

  PUB | DOI | WoS
   
• [10]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2964637

  Ferrari, G., Schuhmann, P., & Zhu, S. (2022). Optimal dividends under Markov-modulated bankruptcy level. Insurance: Mathematics and Economics, 106, 146-172. https://doi.org/10.1016/j.insmatheco.2022.06.005

  PUB | DOI | WoS
   
• [9]
  

  2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2959047

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

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• [8]
  

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

  Federico, S., Ferrari, G., & Schuhmann, P. (2021). Singular Control of the Drift of a Brownian System. Applied Mathematics & Optimization. https://doi.org/10.1007/s00245-021-09779-3

  PUB | DOI | WoS
   
• [7]
  

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

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

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• [6]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943686

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

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• [5]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2949212

  Federico, S., Ferrari, G., & Schuhmann, P. (2020). A Singular Stochastic Control Problem with Interconnected Dynamics . SIAM Journal on Control and Optimization, 58(5), 2821-2853. https://doi.org/10.1137/19M1296288

  PUB | DOI | WoS
   
• [4]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637

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

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• [3]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2937742

  Ferrari, G., & Schuhmann, P. (2019). An Optimal Dividend Problem with Capital Injections over a Finite Horizon. SIAM Journal on Control and Optimization, 57(4), 2686-2719. https://doi.org/10.1137/18M1184588

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• [2]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934781

  van Beest, F. M., Mews, S., Elkenkamp, S., Schuhmann, P., Tsolak, D., Wobbe, T., Bartolino, V., et al. (2019). Classifying grey seal behaviour in relation to environmental variability and commercial fishing activity. A multivariate hidden Markov model. Scientific Reports, 9(1), 5642. doi:10.1038/s41598-019-42109-w

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

  2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930440

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

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