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.
    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.
    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.
    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.
    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.
    PUB | DOI | WoS
     
  • [2]
    2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934781
    van Beest FM, Mews S, Elkenkamp S, Schuhmann P, Tsolak D, Wobbe T, Bartolino V, Bastardie F, Dietz R, von Dorrien C, Galatius A, Karlsson O, McConnell B, Nabe-Nielsen J, Olsen MT, Teilmann J, Langrock R (2019)
    Classifying grey seal behaviour in relation to environmental variability and commercial fishing activity. A multivariate hidden Markov model.
    Scientific Reports 9(1): 5642.
    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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