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27 Publikationen

2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2936024
De Angelis, T.; Ferrari, G.; Moriarty, J. (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, S.; Ferrari, G.; Riedel, F.; Röckner, M. (2019): On a Class of Infinite-Dimensional Singular Stochastic Control Problems. Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933813
Ferrari, G.; Rodosthenous, N. (2019): Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy. Aktual. Version Februar 2019. Bielefeld: Center for Mathematical Economics.
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933360
Callegaro, G.; Ceci, C.; Ferrari, G. (2019): Optimal Reduction of Public Debt under Partial Observation of the Economic Growth. Bielefeld: Center for Mathematical Economics.
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2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2932800
Ferrari, G.; Yang, S. (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, G.; Schuhmann, P. (2018): An Optimal Dividend Problem with Capital Injections over a Finite Horizon . Bielefeld: Center for Mathematical Economics.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930433
Ferrari, G. (2017): On a Class of Singular Stochastic Control Problems for Reflected Diffusions . Bielefeld: Center for Mathematical Economics.
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2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930438
Ferrari, G.; Vargiolu, T. (2017): On the Singular Control of Exchange Rates . Bielefeld: Center for Mathematical Economics.
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2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2916438
De Angelis, T.; Federico, S.; Ferrari, G. (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, G.; Salminen, P. (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
de Angelis, T.; Ferrari, G.; Martyr, R.; Moriarty, J. (2016): Optimal entry to an irreversible investment plan with non convex costs . Bielefeld: Center for Mathematical Economics.
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904729
de Angelis, T.; Ferrari, G.; Moriarty, J. (2016): A solvable two-dimensional singular stochastic control problem with non convex costs. Bielefeld: Center for Mathematical Economics.
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904731
Ferrari, G.; Yang, S. (2016): On an optimal extraction problem with regime switching. Bielefeld: Center for Mathematical Economics.
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2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904750
Ferrari, G. (2016): Controlling public debt without forgetting Inflation. Bielefeld: Center for Mathematical Economics.
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2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2766940
De Angelis, T.; Ferrari, G.; Moriarty, J. (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, G. (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
Ferrari, G.; Riedel, F.; Steg, J. - H. (2015): Continuous-Time Public Good Contribution under Uncertainty. Version February 2015. Bielefeld: Center for Mathematical Economics.
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2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901528
de Angelis, T.; Ferrari, G.; Moriarty, J. (2014): A non convex singular stochastic control problem and its related optimal stopping boundaries. Bielefeld: Center for Mathematical Economics.
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2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2705522
De Angelis, T.; Ferrari, G. (2014): A stochastic partially reversible investment problem on a finite time-horizon: Free-boundary analysis Stochastic Processes and their Applications,124:(12): 4080-4119.
PUB | DOI | WoS
 
2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2681888
Chiarolla, M. B.; Ferrari, G. (2014): 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): 1048-1070.
PUB | DOI | WoS
 

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