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29 Publikationen

2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2938811
Koch T, Vargiolu T. Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem. Center for Mathematical Economics Working Papers. Vol 627. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637
Federico S, Ferrari G, Schuhmann P. 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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2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2936024
De Angelis T, Ferrari G, Moriarty J. A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs. MATHEMATICS OF OPERATIONS RESEARCH. 2019;44(2):512-531.
PUB | DOI | WoS
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374
Federico S, Ferrari G, Riedel F, Röckner M. On a Class of Infinite-Dimensional Singular Stochastic Control Problems. Center for Mathematical Economics Working Papers. Vol 614. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813
Ferrari G, Rodosthenous N. Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy. Center for Mathematical Economics Working Papers. Vol 589 Aktual. Version Februar 2019. Bielefeld: Center for Mathematical Economics; 2019.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933360
Callegaro G, Ceci C, Ferrari G. Optimal Reduction of Public Debt under Partial Observation of the Economic Growth. Center for Mathematical Economics Working Papers. Vol 608. Bielefeld: Center for Mathematical Economics; 2019.
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2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2932800
Ferrari G, Yang S. ON AN OPTIMAL EXTRACTION PROBLEM WITH REGIME SWITCHING. ADVANCES IN APPLIED PROBABILITY. 2018;50(3):671-705.
PUB | DOI | WoS | arXiv
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930440
Ferrari G, Schuhmann P. 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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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930433
Ferrari G. On a Class of Singular Stochastic Control Problems for Reflected Diffusions . Center for Mathematical Economics Working Papers. Vol 592. Bielefeld: Center for Mathematical Economics; 2017.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930438
Ferrari G, Vargiolu T. On the Singular Control of Exchange Rates . Center for Mathematical Economics Working Papers. Vol 594. Bielefeld: Center for Mathematical Economics; 2017.
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