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29 Publikationen

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 OA
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 OA
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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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904731 OA
Ferrari, Giorgio, and Yang, Shuzhen. 2016. On an optimal extraction problem with regime switching. Vol. 562. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904750 OA
Ferrari, Giorgio. 2016. Controlling public debt without forgetting Inflation. Vol. 564. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2766940
De Angelis, Tiziano, Ferrari, Giorgio, and Moriarty, John. 2015. “A NONCONVEX SINGULAR STOCHASTIC CONTROL PROBLEM AND ITS RELATED OPTIMAL STOPPING BOUNDARIES”. SIAM Journal on Control and Optimization 53 (3): 1199-1223.
PUB | DOI | WoS
 
2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2718995
Ferrari, Giorgio. 2015. “On an integral equation for the free-boundary of stochastic, irreversible investment problems”. The Annals of Applied Probability 25 (1): 150-176.
PUB | DOI | WoS
 
2015 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901450 OA
Ferrari, Giorgio, Riedel, Frank, and Steg, Jan-Henrik. 2015. Continuous-Time Public Good Contribution under Uncertainty. Version February 2015. Vol. 485. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901528 OA
de Angelis, Tiziano, Ferrari, Giorgio, and Moriarty, John. 2014. A non convex singular stochastic control problem and its related optimal stopping boundaries. Vol. 508. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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