PUB - Publikationen an der Universität Bielefeld

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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, p 146-172.

  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, no.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

  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

  Federico, S., Ferrari, G., & Schuhmann, P., 2020. Singular Control of the Drift of a Brownian System, Center for Mathematical Economics Working Papers, no.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), p 2821-2853.

  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, no.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), p 2686-2719.

  PUB | DOI | WoS
   
• [2]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934781

  van Beest, F.M., 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.

  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, no.595, Bielefeld: Center for Mathematical Economics.

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