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60 Publikationen

2019 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2939181
On the singular control of exchange rates
Ferrari G, Vargiolu T (2019)
Annals of Operations Research.
PUB | DOI | WoS
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2938811 OA
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem
Koch T, Vargiolu T (2019) Center for Mathematical Economics Working Papers; 627.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2938385
An Optimal Extraction Problem with Price Impact
Ferrari G, Koch T (2019)
APPLIED MATHEMATICS AND OPTIMIZATION.
PUB | DOI | WoS
 
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2937742
An Optimal Dividend Problem with Capital Injections over a Finite Horizon
Ferrari G, Schuhmann P (2019)
SIAM Journal on Control and Optimization 57(4): 2686-2719.
PUB | DOI | WoS
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637 OA
A Model for the Optimal Management of Inflation
Federico S, Ferrari G, Schuhmann P (2019) Center for Mathematical Economics Working Papers; 624.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2936024
A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs
De Angelis T, Ferrari G, Moriarty J (2019)
MATHEMATICS OF OPERATIONS RESEARCH 44(2): 512-531.
PUB | DOI | WoS
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374 OA
On a Class of Infinite-Dimensional Singular Stochastic Control Problems
Federico S, Ferrari G, Riedel F, Röckner M (2019) Center for Mathematical Economics Working Papers; 614.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813 OA
Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy
Ferrari G, Rodosthenous N (2019) Center for Mathematical Economics Working Papers; 589, Aktual. Version Februar 2019.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933360 OA
Optimal Reduction of Public Debt under Partial Observation of the Economic Growth
Callegaro G, Ceci C, Ferrari G (2019) Center for Mathematical Economics Working Papers; 608.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2932994 OA
Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria
Dianetti J, Ferrari G (2019) Center for Mathematical Economics Working Papers; 605.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 

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