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57 Publikationen

2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2937742
Ferrari, Giorgio, and Schuhmann, Patrick. 2019. “An Optimal Dividend Problem with Capital Injections over a Finite Horizon”. SIAM Journal on Control and Optimization 57 (4): 2686-2719.
PUB | DOI | WoS
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637
Federico, Salvatore, Ferrari, Giorgio, and Schuhmann, Patrick. 2019. A Model for the Optimal Management of Inflation. Vol. 624. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2936024
De Angelis, Tiziano, Ferrari, Giorgio, and Moriarty, John. 2019. “A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs”. MATHEMATICS OF OPERATIONS RESEARCH 44 (2): 512-531.
PUB | DOI | WoS
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374
Federico, Salvatore, Ferrari, Giorgio, Riedel, Frank, and Röckner, Michael. 2019. On a Class of Infinite-Dimensional Singular Stochastic Control Problems. Vol. 614. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813
Ferrari, Giorgio, and Rodosthenous, Neofytos. 2019. Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy. Aktual. Version Februar 2019. Vol. 589. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933360
Callegaro, Giorgia, Ceci, Claudia, and Ferrari, Giorgio. 2019. Optimal Reduction of Public Debt under Partial Observation of the Economic Growth. Vol. 608. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2932994
Dianetti, Jodi, and Ferrari, Giorgio. 2019. Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria. Vol. 605. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2919313
Munteanu, Ionut, and Röckner, Michael. 2018. “Total variation flow perturbed by gradient linear multiplicative noise”. Infinite Dimensional Analysis, Quantum Probability and Related Topics 21 (1): 1850003 .
PUB | DOI | WoS
 
2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2932800
Ferrari, Giorgio, and Yang, Shuzhen. 2018. “ON AN OPTIMAL EXTRACTION PROBLEM WITH REGIME SWITCHING”. ADVANCES IN APPLIED PROBABILITY 50 (3): 671-705.
PUB | DOI | WoS | arXiv
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2932622
Ferrari, Giorgio, and Koch, Torben. 2018. An optimal extraction problem with price impact. Vol. 603. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930440
Ferrari, Giorgio, and Schuhmann, Patrick. 2018. An Optimal Dividend Problem with Capital Injections over a Finite Horizon . Vol. 595. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2930530
De Angelis, Tiziano, and Ferrari, Giorgio. 2018. “Stochastic nonzero-sum games: a new connection between singular control and optimal stopping ”. ADVANCES IN APPLIED PROBABILITY 50 (2): 347-372.
PUB | DOI | WoS | arXiv
 
2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2916350
Barbu, Viorel, Röckner, Michael, and Russo, Francesco. 2017. “Doubly probabilistic representation for the stochastic porous media type equation”. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 53 (4): 2043-2073.
PUB | DOI | WoS
 
2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2912338
Albeverio, Sergio, Kondratiev, Yuri, Nikiforov, Roman, and Torbin, Grygoriy. 2017. “On new fractal phenomena connected with infinite linear IFS”. MATHEMATISCHE NACHRICHTEN 290 (8-9): 1163-1176.
PUB | DOI | WoS
 
2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930433
Ferrari, Giorgio. 2017. On a Class of Singular Stochastic Control Problems for Reflected Diffusions . Vol. 592. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930438
Ferrari, Giorgio, and Vargiolu, Tiziano. 2017. On the Singular Control of Exchange Rates . Vol. 594. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2916438
De Angelis, Tiziano, Federico, Salvatore, and Ferrari, Giorgio. 2017. “Optimal Boundary Surface for Irreversible Investment with Stochastic Costs”. Mathematics of Operations Research 42 (4): 1135-1161.
PUB | DOI | WoS
 
2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2906562
Ferrari, Giorgio, and Salminen, Paavo. 2016. “IRREVERSIBLE INVESTMENT UNDER LEVY UNCERTAINTY: AN EQUATION FOR THE OPTIMAL BOUNDARY”. ADVANCES IN APPLIED PROBABILITY 48 (1): 298-314.
PUB | DOI | WoS
 
2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904756
de Angelis, Tiziano, Ferrari, Giorgio, Martyr, Randall, and Moriarty, John. 2016. Optimal entry to an irreversible investment plan with non convex costs . Vol. 566. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904729
de Angelis, Tiziano, Ferrari, Giorgio, and Moriarty, John. 2016. A solvable two-dimensional singular stochastic control problem with non convex costs. Vol. 561. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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