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28 Publikationen

2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937637
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
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374
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
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
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
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2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930440
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
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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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930438
On the Singular Control of Exchange Rates
Ferrari, Giorgio, On the Singular Control of Exchange Rates . 594 (). Bielefeld, 2017
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2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2916438
Optimal Boundary Surface for Irreversible Investment with Stochastic Costs
De Angelis, Tiziano, Optimal Boundary Surface for Irreversible Investment with Stochastic Costs. Mathematics of Operations Research 42 (4). , 2017
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2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2906562
IRREVERSIBLE INVESTMENT UNDER LEVY UNCERTAINTY: AN EQUATION FOR THE OPTIMAL BOUNDARY
Ferrari, Giorgio, IRREVERSIBLE INVESTMENT UNDER LEVY UNCERTAINTY: AN EQUATION FOR THE OPTIMAL BOUNDARY. ADVANCES IN APPLIED PROBABILITY 48 (1). , 2016
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904756
Optimal entry to an irreversible investment plan with non convex costs
de Angelis, Tiziano, Optimal entry to an irreversible investment plan with non convex costs . 566 (). Bielefeld, 2016
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904729
A solvable two-dimensional singular stochastic control problem with non convex costs
de Angelis, Tiziano, A solvable two-dimensional singular stochastic control problem with non convex costs. 561 (). Bielefeld, 2016
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904731
On an optimal extraction problem with regime switching
Ferrari, Giorgio, On an optimal extraction problem with regime switching. 562 (). Bielefeld, 2016
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904750
Controlling public debt without forgetting Inflation
Ferrari, Giorgio, Controlling public debt without forgetting Inflation. 564 (). Bielefeld, 2016
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2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2766940
A NONCONVEX SINGULAR STOCHASTIC CONTROL PROBLEM AND ITS RELATED OPTIMAL STOPPING BOUNDARIES
De Angelis, Tiziano, A NONCONVEX SINGULAR STOCHASTIC CONTROL PROBLEM AND ITS RELATED OPTIMAL STOPPING BOUNDARIES. SIAM Journal on Control and Optimization 53 (3). , 2015
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2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2718995
On an integral equation for the free-boundary of stochastic, irreversible investment problems
Ferrari, Giorgio, On an integral equation for the free-boundary of stochastic, irreversible investment problems. The Annals of Applied Probability 25 (1). , 2015
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2015 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901450
Continuous-Time Public Good Contribution under Uncertainty
Ferrari, Giorgio, Continuous-Time Public Good Contribution under Uncertainty. 485 (). Bielefeld, 2015
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901528
A non convex singular stochastic control problem and its related optimal stopping boundaries
de Angelis, Tiziano, A non convex singular stochastic control problem and its related optimal stopping boundaries. 508 (). Bielefeld, 2014
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2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2705522
A stochastic partially reversible investment problem on a finite time-horizon: Free-boundary analysis
De Angelis, Tiziano, A stochastic partially reversible investment problem on a finite time-horizon: Free-boundary analysis. Stochastic Processes and their Applications 124 (12). , 2014
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2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2681888
Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank--El Karoui Representation Theorem
Chiarolla, Maria B., Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank--El Karoui Representation Theorem. SIAM Journal on Control and Optimization 52 (2). , 2014
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901544
On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment
de Angelis, Tiziano, On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment. 509 (). Bielefeld, 2014
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901685
Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal Boundary
Ferrari, Giorgio, Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal Boundary. 530 (). Bielefeld, 2014
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901687
A solvable two-dimensional degenerate singular stochastic control problem with non convex costs
de Angelis, Tiziano, A solvable two-dimensional degenerate singular stochastic control problem with non convex costs. 531 (). Bielefeld, 2014
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2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674083
A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis
de Angelis, Tiziano, A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis. 477 (). Bielefeld, 2013
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2013 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674160
Continuous-Time Public Good Contribution under Uncertainty
Ferrari, Giorgio, Continuous-Time Public Good Contribution under Uncertainty. 485 (). Bielefeld, 2013
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2012 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1944752
Irreversible Investment in Oligopoly
Steg, Jan-Henrik, Irreversible Investment in Oligopoly. Finance and Stochastics 16 (2). , 2012
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2012 | Diskussionspapier | Veröffentlicht | PUB-ID: 2674034
On an integral equation for the free boundary of stochastic, irreversible investment problems
Ferrari, Giorgio, On an integral equation for the free boundary of stochastic, irreversible investment problems. 471 (). Bielefeld, 2012
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