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
Numerical approximation of Dynkin games with asymmetric information	2023-12-04	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
Ergodic Mean-Field Games of Singular Control with Regime-Switching (Extended Version)	2023-07-22	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

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