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30 Publikationen

2019 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2939181
Ferrari, Giorgio, and Vargiolu, Tiziano. 2019. “On the singular control of exchange rates”. Annals of Operations Research.
PUB | DOI | WoS
 
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2938811 OA
Koch, Torben, and Vargiolu, Tiziano. 2019. Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem. Vol. 627. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637 OA
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 OA
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 OA
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 OA
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.
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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 OA
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 OA
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 OA
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.
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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
 
2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2906562
Ferrari, Giorgio, and Salminen, Paavo. 2016. “IRREVERSIBLE INVESTMENT UNDER LEVY UNCERTAINTY: AN EQUATION FOR THE OPTIMAL BOUNDARY”. ADVANCES IN APPLIED PROBABILITY 48 (1): 298-314.
PUB | DOI | WoS
 
2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904756 OA
de Angelis, Tiziano, Ferrari, Giorgio, Martyr, Randall, and Moriarty, John. 2016. Optimal entry to an irreversible investment plan with non convex costs . Vol. 566. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904729 OA
de Angelis, Tiziano, Ferrari, Giorgio, and Moriarty, John. 2016. A solvable two-dimensional singular stochastic control problem with non convex costs. Vol. 561. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904731 OA
Ferrari, Giorgio, and Yang, Shuzhen. 2016. On an optimal extraction problem with regime switching. Vol. 562. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904750 OA
Ferrari, Giorgio. 2016. Controlling public debt without forgetting Inflation. Vol. 564. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2766940
De Angelis, Tiziano, Ferrari, Giorgio, and Moriarty, John. 2015. “A NONCONVEX SINGULAR STOCHASTIC CONTROL PROBLEM AND ITS RELATED OPTIMAL STOPPING BOUNDARIES”. SIAM Journal on Control and Optimization 53 (3): 1199-1223.
PUB | DOI | WoS
 
2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2718995
Ferrari, Giorgio. 2015. “On an integral equation for the free-boundary of stochastic, irreversible investment problems”. The Annals of Applied Probability 25 (1): 150-176.
PUB | DOI | WoS
 
2015 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901450 OA
Ferrari, Giorgio, Riedel, Frank, and Steg, Jan-Henrik. 2015. Continuous-Time Public Good Contribution under Uncertainty. Version February 2015. Vol. 485. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
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