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28 Publikationen

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.
PUB | PDF
 
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: 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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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.
PUB | PDF
 
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
 

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