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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. Springer. doi: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. Elsevier. doi: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). 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. Springer. doi: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). 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. Siam Publications. doi: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). 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. Siam Publications. doi: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., Bastardie, F., Dietz, R., von Dorrien, C., Galatius, A., Karlsson, O., McConnell, B., Nabe-Nielsen, J., Olsen, M.T., 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. Springer Nature. 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). Bielefeld: Center for Mathematical Economics.

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