Giorgio Ferrari

Available identifiers

zbMath Open ferrari.giorgioMaRDI QIDQ320101

List of research outcomes

Publication	Date of Publication	Type
Stationary Discounted and Ergodic Mean Field Games with Singular Controls	2024-03-01	Paper
Two-Sided Singular Control of an Inventory with Unknown Demand Trend	2023-10-26	Paper
Optimal dividend payout under stochastic discounting	2023-09-28	Paper
Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls	2023-07-12	Paper
Optimal execution with multiplicative price impact and incomplete information on the return	2023-07-06	Paper
Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations	2022-12-13	Paper
Optimal dividends under Markov-modulated bankruptcy level	2022-09-14	Paper
Nonlinear filtering of partially observed systems arising in singular stochastic optimal control	2022-04-22	Paper
Optimal switch from a fossil-fueled to an electric vehicle	2022-01-06	Paper
A Knightian irreversible investment problem	2021-11-17	Paper
Singular control of the drift of a Brownian system	2021-11-02	Paper
An optimal extraction problem with price impact	2021-07-15	Paper
On a Class of Infinite-Dimensional Singular Stochastic Control Problems	2021-05-28	Paper
Numerical Approximation of the Value of a Stochastic Differential Game with Asymmetric Information	2021-04-09	Paper
Taming the spread of an epidemic by lockdown policies	2021-03-11	Paper
On the singular control of exchange rates	2021-01-06	Paper
Optimal reduction of public debt under partial observation of the economic growth	2020-11-11	Paper
Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty	2020-11-08	Paper
A Singular Stochastic Control Problem with Interconnected Dynamics	2020-10-29	Paper
Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria	2020-05-26	Paper
Optimal Control of Debt-to-GDP Ratio in an $N$-State Regime Switching Economy	2020-03-20	Paper
A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs	2020-03-12	Paper
Stochastic nonzero-sum games: a new connection between singular control and optimal stopping	2020-02-05	Paper
On an optimal extraction problem with regime switching	2020-02-05	Paper
On a strategic model of pollution control	2019-10-15	Paper
An Optimal Dividend Problem with Capital Injections over a Finite Horizon	2019-08-30	Paper
On a class of singular stochastic control problems for reflected diffusions	2019-05-08	Paper
On the Optimal Management of Public Debt: a Singular Stochastic Control Problem	2018-07-19	Paper
Nash equilibria of threshold type for two-player nonzero-sum games of stopping	2018-05-25	Paper
Optimal entry to an irreversible investment plan with non convex costs	2017-12-29	Paper
Optimal Boundary Surface for Irreversible Investment with Stochastic Costs	2017-12-07	Paper
A note on a new existence result for reflected BSDEs with interconnected obstacles	2017-10-06	Paper
Continuous-time public good contribution under uncertainty: a stochastic control approach	2017-08-10	Paper
Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs	2016-10-06	Paper
Irreversible investment under Lévy uncertainty: an equation for the optimal boundary	2016-05-17	Paper
A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries	2015-06-10	Paper
On an integral equation for the free-boundary of stochastic, irreversible investment problems	2015-02-26	Paper
A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis	2014-10-06	Paper
Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank--El Karoui Representation Theorem	2014-07-30	Paper
Generalized Kuhn--Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources	2014-01-27	Paper
Speedy motions of a body immersed in an infinitely extended medium	2011-11-02	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Giorgio Ferrari