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• [11]
  

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

  A. Cadenillas, G. Ferrari, and P. Schuhmann, “Optimal production management when there is regime switching and production constraints”, Annals of Operations Research, 2024.

  PUB | DOI | WoS
   
• [10]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2964637

  G. Ferrari, P. Schuhmann, and S. Zhu, “Optimal dividends under Markov-modulated bankruptcy level”, Insurance: Mathematics and Economics, vol. 106, 2022, pp. 146-172.

  PUB | DOI | WoS
   
• [9]
  

  2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2959047

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

  PUB | PDF
   
• [8]
  

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

  S. Federico, G. Ferrari, and P. Schuhmann, “Singular Control of the Drift of a Brownian System”, Applied Mathematics & Optimization, 2021.

  PUB | DOI | WoS
   
• [7]
  

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

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

  PUB | PDF
   
• [6]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943686

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

  PUB | PDF
   
• [5]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2949212

  S. Federico, G. Ferrari, and P. Schuhmann, “A Singular Stochastic Control Problem with Interconnected Dynamics ”, SIAM Journal on Control and Optimization, vol. 58, 2020, pp. 2821-2853.

  PUB | DOI | WoS
   
• [4]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637

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

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• [3]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2937742

  G. Ferrari and P. Schuhmann, “An Optimal Dividend Problem with Capital Injections over a Finite Horizon”, SIAM Journal on Control and Optimization, vol. 57, 2019, pp. 2686-2719.

  PUB | DOI | WoS
   
• [2]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934781

  F.M. van Beest, et al., “Classifying grey seal behaviour in relation to environmental variability and commercial fishing activity. A multivariate hidden Markov model”, Scientific Reports, vol. 9, 2019, : 5642.

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

  2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930440

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

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