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30 Publikationen

2019 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2939181
Ferrari G, Vargiolu T (2019)
On the singular control of exchange rates.
Annals of Operations Research.
PUB | DOI | WoS
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2938811 OA
Koch T, Vargiolu T (2019)
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem. Center for Mathematical Economics Working Papers; 627.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637 OA
Federico S, Ferrari G, Schuhmann P (2019)
A Model for the Optimal Management of Inflation. Center for Mathematical Economics Working Papers; 624.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2936024
De Angelis T, Ferrari G, Moriarty J (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 OA
Federico S, Ferrari G, Riedel F, Röckner M (2019)
On a Class of Infinite-Dimensional Singular Stochastic Control Problems. Center for Mathematical Economics Working Papers; 614.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813 OA
Ferrari G, Rodosthenous N (2019)
Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy. 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
Callegaro G, Ceci C, Ferrari G (2019)
Optimal Reduction of Public Debt under Partial Observation of the Economic Growth. Center for Mathematical Economics Working Papers; 608.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2932800
Ferrari G, Yang S (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: 2930440 OA
Ferrari G, Schuhmann P (2018)
An Optimal Dividend Problem with Capital Injections over a Finite Horizon . Center for Mathematical Economics Working Papers; 595.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930433 OA
Ferrari G (2017)
On a Class of Singular Stochastic Control Problems for Reflected Diffusions . Center for Mathematical Economics Working Papers; 592.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 

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