The following pages link to Fausto Gozzi (Q592873):
Displayed 49 items.
- HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions (Q3083249) (← links)
- Investment/Consumption Problem in Illiquid Markets with Regime-Switching (Q3192141) (← links)
- (Q3203596) (← links)
- HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks (Q3224968) (← links)
- (Q3375703) (← links)
- Verification theorem and construction of $\epsilon$-optimal controls for control of abstract evolution equations (Q3569175) (← links)
- (Q3601957) (← links)
- On Dynamic Programming in Economic Models Governed by DDEs (Q3605219) (← links)
- Some Results for an Optimal Control Problem with Semilinear State Equation (Q3978503) (← links)
- (Q4034991) (← links)
- Regularity of the Minimum Time Function and Minimum Energy Problems: The Linear Case (Q4253030) (← links)
- (Q4263603) (← links)
- (Q4352448) (← links)
- (Q4352449) (← links)
- (Q4386548) (← links)
- (Q4421375) (← links)
- (Q4543013) (← links)
- ON THE DYNAMIC PROGRAMMING APPROACH FOR OPTIMAL CONTROL PROBLEMS OF PDE'S WITH AGE STRUCTURE (Q4661861) (← links)
- Bellman equations associated to the optimal feedback control of stochastic Navier-Stokes equations (Q4676586) (← links)
- On the Dynamic Programming Approach to Incentive Constraint Problems (Q4690903) (← links)
- (Q4735697) (← links)
- Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem (Q4833758) (← links)
- Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control (Q4943728) (← links)
- Errata: Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing, and Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks (Q5012331) (← links)
- State Constrained Control Problems in Banach Lattices and Applications (Q5013565) (← links)
- A Stochastic Model of Economic Growth in Time-Space (Q5065053) (← links)
- Robust Portfolio Choice with Sticky Wages (Q5097225) (← links)
- Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case (Q5130029) (← links)
- Geographic environmental Kuznets curves: the optimal growth linear-quadratic case (Q5229628) (← links)
- Dynamic programming for an investmentćonsumption problem in illiquid markets with regime-switching (Q5265538) (← links)
- Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing (Q5358870) (← links)
- Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks (Q5358871) (← links)
- A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES (Q5696854) (← links)
- (Q5859828) (← links)
- Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives (Q5889015) (← links)
- HJB equations and stochastic control on half-spaces of Hilbert spaces (Q6051178) (← links)
- Optimal dividend payout under stochastic discounting (Q6054423) (← links)
- Fifty years of mathematical growth theory: classical topics and new trends (Q6121907) (← links)
- A simple planning problem for COVID-19 lockdown: a dynamic programming approach (Q6131950) (← links)
- Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions (Q6145295) (← links)
- Habits and demand changes after COVID-19 (Q6146456) (← links)
- Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension (Q6165243) (← links)
- On the equivalence of internal and external habit formation models with finite memory (Q6250348) (← links)
- Path-dependent equations and viscosity solutions in infinite dimension (Q6259227) (← links)
- Stochastic Optimal Control with Delay in the Control: solution through partial smoothing (Q6262830) (← links)
- Stochastic Control Problems with Unbounded Control Operators: solutions through generalized derivatives (Q6372384) (← links)
- Path-dependent Hamilton-Jacobi-Bellman equation: Uniqueness of Crandall-Lions viscosity solutions (Q6372655) (← links)
- Lifting partial smoothing to solve HJB equations and stochastic control problems (Q6439811) (← links)
- Optimal Planning in Habit Formation Models with Multiple Goods (Q6448669) (← links)