Please note that PUB no longer supports Internet Explorer versions 8 or 9 (or earlier).

We recommend upgrading to the latest Internet Explorer, Google Chrome, or Firefox.

30 Publikationen

2019 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2939181
G. Ferrari, and T. Vargiolu, “On the singular control of exchange rates”, Annals of Operations Research, 2019.
PUB | DOI | WoS
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2938811 OA
T. Koch, and T. Vargiolu, Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem, Center For Mathematical Economics, Bielefeld, 2019.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637 OA
S. Federico, G. Ferrari, and P. Schuhmann, A Model for the Optimal Management of Inflation, Center For Mathematical Economics, Bielefeld, 2019.
PUB | PDF
 
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2936024
T. De Angelis, G. Ferrari, and J. Moriarty, “A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs”, MATHEMATICS OF OPERATIONS RESEARCH, 2019, 44, 512-531.
PUB | DOI | WoS
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374 OA
S. Federico, G. Ferrari, F. Riedel, and M. Röckner, On a Class of Infinite-Dimensional Singular Stochastic Control Problems, Center For Mathematical Economics, Bielefeld, 2019.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813 OA
G. Ferrari, and N. Rodosthenous, Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy, Center For Mathematical Economics, Bielefeld, 2019.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933360 OA
G. Callegaro, C. Ceci, and G. Ferrari, Optimal Reduction of Public Debt under Partial Observation of the Economic Growth, Center For Mathematical Economics, Bielefeld, 2019.
PUB | PDF
 
2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2932800
G. Ferrari, and S. Yang, “ON AN OPTIMAL EXTRACTION PROBLEM WITH REGIME SWITCHING”, ADVANCES IN APPLIED PROBABILITY, 2018, 50, 671-705.
PUB | DOI | WoS | arXiv
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930440 OA
G. Ferrari, and P. Schuhmann, An Optimal Dividend Problem with Capital Injections over a Finite Horizon , Center For Mathematical Economics, Bielefeld, 2018.
PUB | PDF
 
2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930433 OA
G. Ferrari, On a Class of Singular Stochastic Control Problems for Reflected Diffusions , Center For Mathematical Economics, Bielefeld, 2017.
PUB | PDF
 

Filter und Suchbegriffe

keyword="stochastic control"

Suche

Publikationen filtern

Darstellung / Sortierung

Zitationsstil: angewandte-chemie

Export / Einbettung