| Publication | Date of Publication | Type |
|---|
| Rate-independent model of ferroelectric materials: finite element and finite difference solution | 2025-01-27 | Paper |
| Irreversible reinsurance: minimization of capital injections in presence of a fixed cost | 2024-12-27 | Paper |
| Impact of time illiquidity in a mixed market without full observation | 2024-05-06 | Paper |
| 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 |
| 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 | 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 |
| A stochastic control problem with delay arising in a pension fund model | 2014-12-17 | Paper |
| Pension funds with a minimum guarantee: a stochastic control approach | 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 |
| 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 |
