11 Publikationen

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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 OA
    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.
    PUB | PDF
     
  • [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 OA
    Schuhmann, P. (2021). On some Two-Dimensional Singular Stochastic Control Problems and their Free-Boundary Analysis. Bielefeld: Universität Bielefeld.
    PUB | PDF
     
  • [6]
    2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943686 OA
    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.
    PUB | PDF
     
  • [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 OA
    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.
    PUB | PDF
     
  • [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
    PUB | DOI | WoS
     
  • [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 OA
    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.
    PUB | PDF
     

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