| Publication | Date of Publication | Type |
|---|
An optimal advertising model with carryover effect and mean field terms
Mathematics and Financial Economics | 2024-11-01 | Paper |
An optimal control problem with state constraints in a spatio-temporal economic growth model on networks
Journal of Mathematical Economics | 2024-09-02 | Paper |
Impact of time illiquidity in a mixed market without full observation
Mathematical Finance | 2024-05-06 | Paper |
A simple planning problem for COVID-19 lockdown: a dynamic programming approach
Economic Theory | 2024-04-18 | Paper |
Fifty years of mathematical growth theory: classical topics and new trends
Journal of Mathematical Economics | 2024-03-26 | Paper |
Habits and demand changes after COVID-19
Journal of Mathematical Economics | 2024-02-05 | Paper |
Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions
Transactions of the American Mathematical Society | 2024-01-09 | Paper |
Optimal dividend payout under stochastic discounting
Mathematical Finance | 2023-09-28 | Paper |
HJB equations and stochastic control on half-spaces of Hilbert spaces
Journal of Optimization Theory and Applications | 2023-09-19 | Paper |
Optimal Planning in Habit Formation Models with Multiple Goods
| 2023-08-25 | Paper |
Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension
The Annals of Applied Probability | 2023-07-31 | Paper |
Lifting partial smoothing to solve HJB equations and stochastic control problems
| 2023-06-09 | Paper |
Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives
SIAM Journal on Control and Optimization | 2023-04-26 | Paper |
Robust portfolio choice with sticky wages
SIAM Journal on Financial Mathematics | 2022-08-22 | Paper |
A stochastic model of economic growth in time-space
SIAM Journal on Control and Optimization | 2022-03-18 | Paper |
A dynamic theory of spatial externalities
Games and Economic Behavior | 2022-02-25 | Paper |
Managing spatial linkages and geographic heterogeneity in dynamic models with transboundary pollution
Journal of Mathematical Economics | 2022-02-15 | Paper |
Optimal portfolio choice with path dependent benchmarked labor income: a mean field model
Stochastic Processes and their Applications | 2022-02-11 | Paper |
Minimum energy with infinite horizon: from stationary to non-stationary states
Nonlinear Analysis. Real World Applications | 2021-12-15 | Paper |
State constrained control problems in Banach lattices and applications
SIAM Journal on Control and Optimization | 2021-12-01 | Paper |
Control theory in infinite dimension for the optimal location of economic activity: the role of the social welfare function
| 2021-11-17 | Paper |
Optimal investment with vintage capital: equilibrium distributions
Journal of Mathematical Economics | 2021-10-28 | Paper |
Errata to: ``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
SIAM Journal on Control and Optimization | 2021-09-01 | Paper |
Path-dependent Hamilton-Jacobi-Bellman equation: Uniqueness of Crandall-Lions viscosity solutions
| 2021-07-13 | Paper |
Stochastic Control Problems with Unbounded Control Operators: solutions through generalized derivatives
| 2021-07-09 | Paper |
From firm to global-level pollution control: the case of transboundary pollution
European Journal of Operational Research | 2021-06-03 | Paper |
Verification results for age-structured models of economic-epidemics dynamics
Journal of Mathematical Economics | 2021-03-11 | Paper |
Internal habits formation and optimality
Journal of Mathematical Economics | 2021-01-26 | Paper |
Optimal portfolio choice with path dependent labor income: the infinite horizon case
SIAM Journal on Control and Optimization | 2020-11-03 | Paper |
Geographic environmental Kuznets curves: the optimal growth linear-quadratic case
Mathematical Modelling of Natural Phenomena | 2019-08-16 | Paper |
Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula
The Annals of Applied Probability | 2018-12-17 | Paper |
On the dynamic programming approach to incentive constraint problems
Lecture Notes in Economics and Mathematical Systems | 2018-10-23 | Paper |
Corrigendum to: ``Mild solutions of semilinear elliptic equations in Hilbert spaces.
Journal of Differential Equations | 2018-10-02 | Paper |
Path-dependent equations and viscosity solutions in infinite dimension
The Annals of Probability | 2018-04-27 | Paper |
Existence of optimal strategies in linear multisector models with several consumption goods
Decisions in Economics and Finance | 2018-01-31 | Paper |
Minimum energy for linear systems with finite horizon: a non-standard Riccati equation
MCSS. Mathematics of Control, Signals, and Systems | 2018-01-19 | Paper |
Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing
SIAM Journal on Control and Optimization | 2017-09-22 | Paper |
Stochastic optimal control with delay in the control. II: Verification theorem and optimal feedbacks
SIAM Journal on Control and Optimization | 2017-09-22 | Paper |
Solving internal habit formation models through dynamic programming in infinite dimension
Journal of Optimization Theory and Applications | 2017-07-20 | Paper |
Stochastic Optimal Control in Infinite Dimension
Probability Theory and Stochastic Modelling | 2017-03-20 | Paper |
Generically distributed investments on flexible projects and endogenous growth
Economic Theory | 2017-03-07 | Paper |
Mild solutions of semilinear elliptic equations in Hilbert spaces
Journal of Differential Equations | 2016-12-23 | Paper |
Dynamic programming for an investmentćonsumption problem in illiquid markets with regime-switching
Banach Center Publications | 2015-07-28 | Paper |
Stochastic Optimal Control with Delay in the Control: solution through partial smoothing
| 2015-06-19 | Paper |
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation
Finance and Stochastics | 2015-03-30 | Paper |
Path-dependent equations and viscosity solutions in infinite dimension
| 2015-02-19 | Paper |
Income drawdown option with minimum guarantee
European Journal of Operational Research | 2015-02-03 | Paper |
Pension funds with a minimum guarantee: a stochastic control approach
Finance and Stochastics | 2014-12-17 | Paper |
Optimal consumption policies in illiquid markets
Finance and Stochastics | 2014-12-17 | Paper |
Egalitarianism under population change: age structure does matter
Journal of Mathematical Economics | 2014-12-03 | Paper |
Endogenous growth and wave-like business fluctuations
Journal of Economic Theory | 2014-11-19 | Paper |
Investment/consumption problem in illiquid markets with regime-switching
SIAM Journal on Control and Optimization | 2014-09-26 | Paper |
On the equivalence of internal and external habit formation models with finite memory
| 2014-04-01 | Paper |
Optimal policy and consumption smoothing effects in the time-to-build AK model
Economic Theory | 2012-09-04 | Paper |
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks
SIAM Journal on Control and Optimization | 2012-03-13 | Paper |
HJB equations for the optimal control of differential equations with delays and state constraints. I: Regularity of viscosity solutions
SIAM Journal on Control and Optimization | 2011-03-21 | Paper |
Maintenance and investment: complements or substitutes? A reappraisal
Journal of Economic Dynamics and Control | 2010-11-26 | Paper |
Optimal investment models with vintage capital: dynamic programming approach
Journal of Mathematical Economics | 2010-09-06 | Paper |
Verification theorem and construction of \(\epsilon \)-optimal controls for control of abstract evolution equations
| 2010-06-17 | Paper |
On Dynamic Programming in Economic Models Governed by DDEs
Mathematical Population Studies | 2009-02-23 | Paper |
scientific article; zbMATH DE number 5506985 (Why is no real title available?)
| 2009-02-12 | Paper |
Solving optimal growth models with vintage capital: The dynamic programming approach
Journal of Economic Theory | 2008-12-16 | Paper |
Optimal strategies in linear multisector models: Value function and optimality conditions
Journal of Mathematical Economics | 2008-01-24 | Paper |
Smoothing properties of nonlinear transition semigroups: case of Lipschitz nonlinearities
Journal of Evolution Equations | 2007-03-20 | Paper |
Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
Stochastic Processes and their Applications | 2007-01-09 | Paper |
Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition
Stochastic Processes and their Applications | 2006-12-07 | Paper |
Weak Dirichlet processes with a stochastic control perspective
Stochastic Processes and their Applications | 2006-12-07 | Paper |
Existence of optimal strategies in linear multisector models
Economic Theory | 2006-09-26 | Paper |
scientific article; zbMATH DE number 5012789 (Why is no real title available?)
| 2006-03-16 | Paper |
A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES
International Journal of Theoretical and Applied Finance | 2005-10-19 | Paper |
Bellman equations associated to the optimal feedback control of stochastic Navier-Stokes equations
Communications on Pure and Applied Mathematics | 2005-05-04 | Paper |
ON THE DYNAMIC PROGRAMMING APPROACH FOR OPTIMAL CONTROL PROBLEMS OF PDE'S WITH AGE STRUCTURE
Mathematical Population Studies | 2005-03-30 | Paper |
Generation of analytic semigroups and domain characterization for degenerate elliptic operators with unbounded coefficients arising in financial mathematics. I.
Differential and Integral Equations | 2004-03-21 | Paper |
scientific article; zbMATH DE number 1779816 (Why is no real title available?)
| 2004-02-23 | Paper |
scientific article; zbMATH DE number 1971728 (Why is no real title available?)
| 2004-01-25 | Paper |
Superreplication of European multiasset derivatives with bounded stochastic volatility
Mathematical Methods of Operations Research | 2003-07-16 | Paper |
On a dynamic non-substitution theorem and other issues in Burgstaller's \textit{Property and prices}
Metroeconomica | 2003-07-09 | Paper |
On closability of directional gradients
Potential Analysis | 2003-04-27 | Paper |
Viscosity solutions of dynamic-programming equations for the optimal control of the two-dimensional Navier-Stokes equations
Archive for Rational Mechanics and Analysis | 2002-09-25 | Paper |
Technology adoption and accumulation in a vintage-capital model
Journal of Economics | 2002-09-18 | Paper |
Incentive compatibility constraints and dynamic programming in continuous time
Journal of Mathematical Economics | 2001-03-20 | Paper |
scientific article; zbMATH DE number 1342033 (Why is no real title available?)
| 2000-04-04 | Paper |
Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control
SIAM Journal on Control and Optimization | 2000-03-19 | Paper |
Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation
Journal of Functional Analysis | 2000-01-01 | Paper |
Optimal advertising with a continuum of goods
Annals of Operations Research | 1999-12-02 | Paper |
Regularity of the Minimum Time Function and Minimum Energy Problems: The Linear Case
SIAM Journal on Control and Optimization | 1999-06-24 | Paper |
Kolmogorov equation associated to a stochastic Navier-Stokes equation
Journal of Functional Analysis | 1999-01-27 | Paper |
Investment in a vintage capital model
Research in Economics | 1998-09-29 | Paper |
scientific article; zbMATH DE number 1147069 (Why is no real title available?)
| 1998-04-29 | Paper |
scientific article; zbMATH DE number 1054898 (Why is no real title available?)
| 1997-10-07 | Paper |
scientific article; zbMATH DE number 1054897 (Why is no real title available?)
| 1997-08-28 | Paper |
Regular solutions of second-order stationary Hamilton-Jacobi equations
Journal of Differential Equations | 1997-07-01 | Paper |
Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities
Journal of Mathematical Analysis and Applications | 1997-03-31 | Paper |
A dynamic programming approach to nonlinear boundary control problems of parabolic type
Journal of Functional Analysis | 1995-10-30 | Paper |
Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem
Communications in Partial Differential Equations | 1995-05-23 | Paper |
Strong solutions of Cauchy problems associated to weakly continuous semigroups
Differential and Integral Equations | 1995-02-01 | Paper |
scientific article; zbMATH DE number 175914 (Why is no real title available?)
| 1993-05-18 | Paper |
A boundary-value problem for Hamilton-Jacobi equations in Hilbert spaces
Applied Mathematics and Optimization | 1992-06-26 | Paper |
Some Results for an Optimal Control Problem with Semilinear State Equation
SIAM Journal on Control and Optimization | 1992-06-25 | Paper |
scientific article; zbMATH DE number 4122711 (Why is no real title available?)
| 1989-01-01 | Paper |
scientific article; zbMATH DE number 4180173 (Why is no real title available?)
| 1988-01-01 | Paper |
An optimal advertising model with carryover effect and mean field terms
| N/A | Paper |
Linear-Quadratic Mean Field Games in Hilbert spaces
| N/A | Paper |
Wage Rigidity and Retirement in Optimal Portfolio Choice
| N/A | Paper |
