Salvatore Federico

Available identifiers

zbMath Open federico.salvatoreWikidataQ51967495 ScholiaQ51967495MaRDI QIDQ483715

List of research outcomes

Publication	Date of Publication	Type
Two-Sided Singular Control of an Inventory with Unknown Demand Trend	2023-10-26	Paper
Optimal control of stochastic delay differential equations and applications to path-dependent financial and economic models	2023-02-17	Paper
A dynamic theory of spatial externalities	2022-02-25	Paper
Managing spatial linkages and geographic heterogeneity in dynamic models with transboundary pollution	2022-02-15	Paper
State Constrained Control Problems in Banach Lattices and Applications	2021-12-01	Paper
https://portal.mardi4nfdi.de/entity/Q5859828	2021-11-17	Paper
Singular control of the drift of a Brownian system	2021-11-02	Paper
From firm to global-level pollution control: the case of transboundary pollution	2021-06-03	Paper
On a Class of Infinite-Dimensional Singular Stochastic Control Problems	2021-05-28	Paper
Taming the spread of an epidemic by lockdown policies	2021-03-11	Paper
\(C_0\)-sequentially equicontinuous semigroups	2020-12-16	Paper
A Singular Stochastic Control Problem with Interconnected Dynamics	2020-10-29	Paper
Irreversible investment with fixed adjustment costs: a stochastic impulse control approach	2019-08-30	Paper
Geographic environmental Kuznets curves: the optimal growth linear-quadratic case	2019-08-16	Paper
Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula	2018-12-17	Paper
Explicit investment rules with time-to-build and uncertainty	2018-11-15	Paper
Corrigendum to: ``Mild solutions of semilinear elliptic equations in Hilbert spaces.	2018-10-02	Paper
Path-dependent equations and viscosity solutions in infinite dimension	2018-04-27	Paper
Optimal Boundary Surface for Irreversible Investment with Stochastic Costs	2017-12-07	Paper
Generically distributed investments on flexible projects and endogenous growth	2017-03-07	Paper
Mild solutions of semilinear elliptic equations in Hilbert spaces	2016-12-23	Paper
$C_0$-sequentially equicontinuous semigroups: theory and applications	2015-12-14	Paper
On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term	2015-10-01	Paper
Finite-dimensional representations for controlled diffusions with delay	2015-04-21	Paper
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation	2015-03-30	Paper
Path-dependent equations and viscosity solutions in infinite dimension	2015-02-19	Paper
Income drawdown option with minimum guarantee	2015-02-03	Paper
Pension funds with a minimum guarantee: a stochastic control approach	2014-12-17	Paper
A stochastic control problem with delay arising in a pension fund model	2014-12-17	Paper
Characterization of the Optimal Boundaries in Reversible Investment Problems	2014-11-21	Paper
Dynamic Programming for Optimal Control Problems with Delays in the Control Variable	2014-07-30	Paper
Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset	2014-07-14	Paper
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks	2012-03-13	Paper
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions	2011-03-21	Paper
Optimal stopping of stochastic differential equations with delay driven by Lévy noise	2011-02-14	Paper
https://portal.mardi4nfdi.de/entity/Q3534747	2008-11-04	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Salvatore Federico