11 Publikationen
-
2024 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2987947Optimal production management when there is regime switching and production constraintsPUB | DOI | WoS
Cadenillas, Abel, Optimal production management when there is regime switching and production constraints. Annals of Operations Research (). , 2024 -
2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2964637Optimal dividends under Markov-modulated bankruptcy levelPUB | DOI | WoS
Ferrari, Giorgio, Optimal dividends under Markov-modulated bankruptcy level. Insurance: Mathematics and Economics 106 (). , 2022 -
2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2959047Optimal Dividends under Markov-Modulated Bankruptcy LevelPUB | PDF
Ferrari, Giorgio, Optimal Dividends under Markov-Modulated Bankruptcy Level. 657 (). Bielefeld, 2021 -
2021 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2955114Singular Control of the Drift of a Brownian SystemPUB | DOI | WoS
Federico, Salvatore, Singular Control of the Drift of a Brownian System. Applied Mathematics & Optimization (). , 2021 -
2021 | Bielefelder E-Dissertation | PUB-ID: 2956489On some Two-Dimensional Singular Stochastic Control Problems and their Free-Boundary AnalysisPUB | PDF
Schuhmann, Patrick, On some Two-Dimensional Singular Stochastic Control Problems and their Free-Boundary Analysis. (). Bielefeld, 2021 -
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943686Singular Control of the Drift of a Brownian SystemPUB | PDF
Federico, Salvatore, Singular Control of the Drift of a Brownian System. 637 (). Bielefeld, 2020 -
2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2949212A Singular Stochastic Control Problem with Interconnected DynamicsPUB | DOI | WoS
Federico, Salvatore, A Singular Stochastic Control Problem with Interconnected Dynamics . SIAM Journal on Control and Optimization 58 (5). , 2020 -
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637A Model for the Optimal Management of InflationPUB | PDF
Federico, Salvatore, A Model for the Optimal Management of Inflation. 624 (). Bielefeld, 2019 -
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2937742An Optimal Dividend Problem with Capital Injections over a Finite HorizonPUB | DOI | WoS
Ferrari, Giorgio, An Optimal Dividend Problem with Capital Injections over a Finite Horizon. SIAM Journal on Control and Optimization 57 (4). , 2019 -
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934781Classifying grey seal behaviour in relation to environmental variability and commercial fishing activity. A multivariate hidden Markov modelPUB | DOI | WoS | PubMed | Europe PMC
van Beest, Floris M., Classifying grey seal behaviour in relation to environmental variability and commercial fishing activity. A multivariate hidden Markov model. Scientific Reports 9 (1). , 2019 -
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930440An Optimal Dividend Problem with Capital Injections over a Finite HorizonPUB | PDF
Ferrari, Giorgio, An Optimal Dividend Problem with Capital Injections over a Finite Horizon . 595 (). Bielefeld, 2018