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Fausto Gozzi - MaRDI portal

Fausto Gozzi

From MaRDI portal
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Person:592873

Available identifiers

zbMath Open gozzi.faustoWikidataQ102266159 ScholiaQ102266159MaRDI QIDQ592873

List of research outcomes

PublicationDate of PublicationType
Impact of time illiquidity in a mixed market without full observation2024-05-06Paper
A simple planning problem for COVID-19 lockdown: a dynamic programming approach2024-04-18Paper
Fifty years of mathematical growth theory: classical topics and new trends2024-03-26Paper
Habits and demand changes after COVID-192024-02-05Paper
Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions2024-01-09Paper
Optimal dividend payout under stochastic discounting2023-09-28Paper
HJB equations and stochastic control on half-spaces of Hilbert spaces2023-09-19Paper
Optimal Planning in Habit Formation Models with Multiple Goods2023-08-25Paper
Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension2023-07-31Paper
Lifting partial smoothing to solve HJB equations and stochastic control problems2023-06-09Paper
Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives2023-04-26Paper
Robust Portfolio Choice with Sticky Wages2022-08-22Paper
A Stochastic Model of Economic Growth in Time-Space2022-03-18Paper
A dynamic theory of spatial externalities2022-02-25Paper
Managing spatial linkages and geographic heterogeneity in dynamic models with transboundary pollution2022-02-15Paper
Optimal portfolio choice with path dependent benchmarked labor income: a mean field model2022-02-11Paper
Minimum energy with infinite horizon: from stationary to non-stationary states2021-12-15Paper
State Constrained Control Problems in Banach Lattices and Applications2021-12-01Paper
https://portal.mardi4nfdi.de/entity/Q58598282021-11-17Paper
Optimal investment with vintage capital: equilibrium distributions2021-10-28Paper
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 Feedbacks2021-09-01Paper
Path-dependent Hamilton-Jacobi-Bellman equation: Uniqueness of Crandall-Lions viscosity solutions2021-07-13Paper
Stochastic Control Problems with Unbounded Control Operators: solutions through generalized derivatives2021-07-09Paper
From firm to global-level pollution control: the case of transboundary pollution2021-06-03Paper
Verification results for age-structured models of economic-epidemics dynamics2021-03-11Paper
Internal habits formation and optimality2021-01-26Paper
Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case2020-11-03Paper
Geographic environmental Kuznets curves: the optimal growth linear-quadratic case2019-08-16Paper
Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula2018-12-17Paper
On the Dynamic Programming Approach to Incentive Constraint Problems2018-10-23Paper
Corrigendum to: ``Mild solutions of semilinear elliptic equations in Hilbert spaces.2018-10-02Paper
Path-dependent equations and viscosity solutions in infinite dimension2018-04-27Paper
Existence of optimal strategies in linear multisector models with several consumption goods2018-01-31Paper
Minimum energy for linear systems with finite horizon: a non-standard Riccati equation2018-01-19Paper
Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing2017-09-22Paper
Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks2017-09-22Paper
Solving internal habit formation models through dynamic programming in infinite dimension2017-07-20Paper
Stochastic Optimal Control in Infinite Dimension2017-03-20Paper
Generically distributed investments on flexible projects and endogenous growth2017-03-07Paper
Mild solutions of semilinear elliptic equations in Hilbert spaces2016-12-23Paper
Dynamic programming for an investmentćonsumption problem in illiquid markets with regime-switching2015-07-28Paper
Stochastic Optimal Control with Delay in the Control: solution through partial smoothing2015-06-19Paper
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation2015-03-30Paper
Path-dependent equations and viscosity solutions in infinite dimension2015-02-19Paper
Income drawdown option with minimum guarantee2015-02-03Paper
Optimal consumption policies in illiquid markets2014-12-17Paper
Pension funds with a minimum guarantee: a stochastic control approach2014-12-17Paper
Egalitarianism under population change: age structure does matter2014-12-03Paper
Endogenous growth and wave-like business fluctuations2014-11-19Paper
Investment/Consumption Problem in Illiquid Markets with Regime-Switching2014-09-26Paper
On the equivalence of internal and external habit formation models with finite memory2014-04-01Paper
Optimal policy and consumption smoothing effects in the time-to-build AK model2012-09-04Paper
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks2012-03-13Paper
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions2011-03-21Paper
Maintenance and investment: complements or substitutes? A reappraisal2010-11-26Paper
Optimal investment models with vintage capital: dynamic programming approach2010-09-06Paper
Verification theorem and construction of $\epsilon$-optimal controls for control of abstract evolution equations2010-06-17Paper
On Dynamic Programming in Economic Models Governed by DDEs2009-02-23Paper
https://portal.mardi4nfdi.de/entity/Q36019572009-02-12Paper
Solving optimal growth models with vintage capital: The dynamic programming approach2008-12-16Paper
Optimal strategies in linear multisector models: Value function and optimality conditions2008-01-24Paper
Smoothing properties of nonlinear transition semigroups: case of Lipschitz nonlinearities2007-03-20Paper
Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach2007-01-09Paper
Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition2006-12-07Paper
Weak Dirichlet processes with a stochastic control perspective2006-12-07Paper
Existence of optimal strategies in linear multisector models2006-09-26Paper
https://portal.mardi4nfdi.de/entity/Q33757032006-03-16Paper
A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES2005-10-19Paper
Bellman equations associated to the optimal feedback control of stochastic Navier-Stokes equations2005-05-04Paper
ON THE DYNAMIC PROGRAMMING APPROACH FOR OPTIMAL CONTROL PROBLEMS OF PDE'S WITH AGE STRUCTURE2005-03-30Paper
Generation of analytic semigroups and domain characterization for degenerate elliptic operators with unbounded coefficients arising in financial mathematics. I.2004-03-21Paper
https://portal.mardi4nfdi.de/entity/Q45430132004-02-23Paper
https://portal.mardi4nfdi.de/entity/Q44213752004-01-25Paper
Superreplication of European multiasset derivatives with bounded stochastic volatility2003-07-16Paper
On a Dynamic Non‐Substitution Theorem and Other Issues in Burgstaller's Property and Prices2003-07-09Paper
On closability of directional gradients2003-04-27Paper
Viscosity solutions of dynamic-programming equations for the optimal control of the two-dimensional Navier-Stokes equations2002-09-25Paper
Technology adoption and accumulation in a vintage-capital model2002-09-18Paper
Incentive compatibility constraints and dynamic programming in continuous time2001-03-20Paper
https://portal.mardi4nfdi.de/entity/Q42636032000-04-04Paper
Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control2000-03-19Paper
Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation2000-01-01Paper
Optimal advertising with a continuum of goods1999-12-02Paper
Regularity of the Minimum Time Function and Minimum Energy Problems: The Linear Case1999-06-24Paper
Kolmogorov equation associated to a stochastic Navier-Stokes equation1999-01-27Paper
Investment in a vintage capital model1998-09-29Paper
https://portal.mardi4nfdi.de/entity/Q43865481998-04-29Paper
https://portal.mardi4nfdi.de/entity/Q43524491997-10-07Paper
https://portal.mardi4nfdi.de/entity/Q43524481997-08-28Paper
Regular solutions of second-order stationary Hamilton-Jacobi equations1997-07-01Paper
Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities1997-03-31Paper
A dynamic programming approach to nonlinear boundary control problems of parabolic type1995-10-30Paper
Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem1995-05-23Paper
Strong solutions of Cauchy problems associated to weakly continuous semigroups1995-02-01Paper
https://portal.mardi4nfdi.de/entity/Q40349911993-05-18Paper
A boundary-value problem for Hamilton-Jacobi equations in Hilbert spaces1992-06-26Paper
Some Results for an Optimal Control Problem with Semilinear State Equation1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q47356971989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32035961988-01-01Paper

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