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30 Publikationen

2019 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2939181
On the singular control of exchange rates
Ferrari, Giorgio, On the singular control of exchange rates. Annals of Operations Research (). , 2019
PUB | DOI | WoS
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2938811 OA
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem
Koch, Torben, Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem. 627 (). Bielefeld, 2019
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637 OA
A Model for the Optimal Management of Inflation
Federico, Salvatore, A Model for the Optimal Management of Inflation. 624 (). Bielefeld, 2019
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2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2936024
A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs
De Angelis, Tiziano, A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs. MATHEMATICS OF OPERATIONS RESEARCH 44 (2). , 2019
PUB | DOI | WoS
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374 OA
On a Class of Infinite-Dimensional Singular Stochastic Control Problems
Federico, Salvatore, On a Class of Infinite-Dimensional Singular Stochastic Control Problems. 614 (). Bielefeld, 2019
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813 OA
Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy
Ferrari, Giorgio, Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy. 589 (). Bielefeld, 2019
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933360 OA
Optimal Reduction of Public Debt under Partial Observation of the Economic Growth
Callegaro, Giorgia, Optimal Reduction of Public Debt under Partial Observation of the Economic Growth. 608 (). Bielefeld, 2019
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2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2932800
ON AN OPTIMAL EXTRACTION PROBLEM WITH REGIME SWITCHING
Ferrari, Giorgio, ON AN OPTIMAL EXTRACTION PROBLEM WITH REGIME SWITCHING. ADVANCES IN APPLIED PROBABILITY 50 (3). , 2018
PUB | DOI | WoS | arXiv
 
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930440 OA
An Optimal Dividend Problem with Capital Injections over a Finite Horizon
Ferrari, Giorgio, An Optimal Dividend Problem with Capital Injections over a Finite Horizon . 595 (). Bielefeld, 2018
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930433 OA
On a Class of Singular Stochastic Control Problems for Reflected Diffusions
Ferrari, Giorgio, On a Class of Singular Stochastic Control Problems for Reflected Diffusions . 592 (). Bielefeld, 2017
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