| Publication | Date of Publication | Type |
|---|
Rate-independent model of ferroelectric materials: finite element and finite difference solution
ZAMP. Zeitschrift für angewandte Mathematik und Physik | 2025-01-27 | Paper |
Irreversible reinsurance: minimization of capital injections in presence of a fixed cost
Mathematics and Financial Economics | 2024-12-27 | Paper |
Impact of time illiquidity in a mixed market without full observation
Mathematical Finance | 2024-05-06 | Paper |
Two-Sided Singular Control of an Inventory with Unknown Demand Trend
SIAM Journal on Control and Optimization | 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
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 |
The Protective Function of Directed Asymmetry in the Pericellular Matrix Enveloping Chondrocytes (Supporting Data)
| 2022-01-18 | Dataset |
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 |
Singular control of the drift of a Brownian system
Applied Mathematics and Optimization | 2021-11-02 | Paper |
From firm to global-level pollution control: the case of transboundary pollution
European Journal of Operational Research | 2021-06-03 | Paper |
On a class of infinite-dimensional singular stochastic control problems
SIAM Journal on Control and Optimization | 2021-05-28 | Paper |
Taming the spread of an epidemic by lockdown policies
Journal of Mathematical Economics | 2021-03-11 | Paper |
\(C_0\)-sequentially equicontinuous semigroups
Kyoto Journal of Mathematics | 2020-12-16 | Paper |
A Singular Stochastic Control Problem with Interconnected Dynamics
SIAM Journal on Control and Optimization | 2020-10-29 | Paper |
Irreversible investment with fixed adjustment costs: a stochastic impulse control approach
Mathematics and Financial Economics | 2019-08-30 | 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 |
Explicit investment rules with time-to-build and uncertainty
Journal of Economic Dynamics and Control | 2018-11-15 | 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 |
Optimal Boundary Surface for Irreversible Investment with Stochastic Costs
Mathematics of Operations Research | 2017-12-07 | 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 |
$C_0$-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
Mathematical Economics Letters | 2015-10-01 | Paper |
Finite-dimensional representations for controlled diffusions with delay
Applied Mathematics and Optimization | 2015-04-21 | 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 |
A stochastic control problem with delay arising in a pension fund model
Finance and Stochastics | 2014-12-17 | Paper |
Pension funds with a minimum guarantee: a stochastic control approach
Finance and Stochastics | 2014-12-17 | Paper |
Characterization of the optimal boundaries in reversible investment problems
SIAM Journal on Control and Optimization | 2014-11-21 | Paper |
Dynamic programming for optimal control problems with delays in the control variable
SIAM Journal on Control and Optimization | 2014-07-30 | Paper |
Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset
Journal of Optimization Theory and Applications | 2014-07-14 | 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 |
Optimal stopping of stochastic differential equations with delay driven by Lévy noise
Potential Analysis | 2011-02-14 | Paper |
A pension fund in the accumulation phase: a stochastic control approach
| 2008-11-04 | Paper |
Irreversible reinsurance: Minimization of Capital Injections in Presence of a Fixed Cost
| N/A | Paper |
Multiple equilibria in mean-field game models for large oligopolies with strategic complementarities
| N/A | Paper |
Linear-Quadratic Mean Field Games in Hilbert spaces
| N/A | Paper |
