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30 Publikationen

2019 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2939181
Ferrari, Giorgio, and Vargiolu, Tiziano. “On the singular control of exchange rates”. Annals of Operations Research (2019).
PUB | DOI | WoS
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2938811 OA
Koch, Torben, and Vargiolu, Tiziano. Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 627.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637 OA
Federico, Salvatore, Ferrari, Giorgio, and Schuhmann, Patrick. A Model for the Optimal Management of Inflation. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 624.
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2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2936024
De Angelis, Tiziano, Ferrari, Giorgio, and Moriarty, John. “A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs”. MATHEMATICS OF OPERATIONS RESEARCH 44.2 (2019): 512-531.
PUB | DOI | WoS
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374 OA
Federico, Salvatore, Ferrari, Giorgio, Riedel, Frank, and Röckner, Michael. On a Class of Infinite-Dimensional Singular Stochastic Control Problems. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 614.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813 OA
Ferrari, Giorgio, and Rodosthenous, Neofytos. Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy. Aktual. Version Februar 2019. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 589.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933360 OA
Callegaro, Giorgia, Ceci, Claudia, and Ferrari, Giorgio. Optimal Reduction of Public Debt under Partial Observation of the Economic Growth. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 608.
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2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2932800
Ferrari, Giorgio, and Yang, Shuzhen. “ON AN OPTIMAL EXTRACTION PROBLEM WITH REGIME SWITCHING”. ADVANCES IN APPLIED PROBABILITY 50.3 (2018): 671-705.
PUB | DOI | WoS | arXiv
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930440 OA
Ferrari, Giorgio, and Schuhmann, Patrick. An Optimal Dividend Problem with Capital Injections over a Finite Horizon . Bielefeld: Center for Mathematical Economics, 2018. Center for Mathematical Economics Working Papers. 595.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930433 OA
Ferrari, Giorgio. On a Class of Singular Stochastic Control Problems for Reflected Diffusions . Bielefeld: Center for Mathematical Economics, 2017. Center for Mathematical Economics Working Papers. 592.
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