| Publication | Date of Publication | Type |
|---|
| A simple planning problem for COVID-19 lockdown: a dynamic programming approach | 2024-04-18 | Paper |
| Fifty years of mathematical growth theory: classical topics and new trends | 2024-03-26 | Paper |
| Habits and demand changes after COVID-19 | 2024-02-05 | Paper |
| Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions | 2024-01-09 | Paper |
| Optimal dividend payout under stochastic discounting | 2023-09-28 | Paper |
| HJB equations and stochastic control on half-spaces of Hilbert spaces | 2023-09-19 | Paper |
| Optimal Planning in Habit Formation Models with Multiple Goods | 2023-08-25 | Paper |
| Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension | 2023-07-31 | Paper |
| Lifting partial smoothing to solve HJB equations and stochastic control problems | 2023-06-09 | Paper |
| Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives | 2023-04-26 | Paper |
| Robust Portfolio Choice with Sticky Wages | 2022-08-22 | Paper |
| A Stochastic Model of Economic Growth in Time-Space | 2022-03-18 | 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 |
| Optimal portfolio choice with path dependent benchmarked labor income: a mean field model | 2022-02-11 | Paper |
| Minimum energy with infinite horizon: from stationary to non-stationary states | 2021-12-15 | Paper |
| State Constrained Control Problems in Banach Lattices and Applications | 2021-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5859828 | 2021-11-17 | Paper |
| Optimal investment with vintage capital: equilibrium distributions | 2021-10-28 | Paper |
| 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 Feedbacks | 2021-09-01 | Paper |
| Path-dependent Hamilton-Jacobi-Bellman equation: Uniqueness of Crandall-Lions viscosity solutions | 2021-07-13 | Paper |
| Stochastic Control Problems with Unbounded Control Operators: solutions through generalized derivatives | 2021-07-09 | Paper |
| From firm to global-level pollution control: the case of transboundary pollution | 2021-06-03 | Paper |
| Verification results for age-structured models of economic-epidemics dynamics | 2021-03-11 | Paper |
| Internal habits formation and optimality | 2021-01-26 | Paper |
| Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case | 2020-11-03 | 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 |
| On the Dynamic Programming Approach to Incentive Constraint Problems | 2018-10-23 | 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 |
| Existence of optimal strategies in linear multisector models with several consumption goods | 2018-01-31 | Paper |
| Minimum energy for linear systems with finite horizon: a non-standard Riccati equation | 2018-01-19 | Paper |
| Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing | 2017-09-22 | Paper |
| Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks | 2017-09-22 | Paper |
| Solving internal habit formation models through dynamic programming in infinite dimension | 2017-07-20 | Paper |
| Stochastic Optimal Control in Infinite Dimension | 2017-03-20 | 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 |
| Dynamic programming for an investmentćonsumption problem in illiquid markets with regime-switching | 2015-07-28 | Paper |
| Stochastic Optimal Control with Delay in the Control: solution through partial smoothing | 2015-06-19 | 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 |
| Optimal consumption policies in illiquid markets | 2014-12-17 | Paper |
| Pension funds with a minimum guarantee: a stochastic control approach | 2014-12-17 | Paper |
| Egalitarianism under population change: age structure does matter | 2014-12-03 | Paper |
| Endogenous growth and wave-like business fluctuations | 2014-11-19 | Paper |
| Investment/Consumption Problem in Illiquid Markets with Regime-Switching | 2014-09-26 | Paper |
| On the equivalence of internal and external habit formation models with finite memory | 2014-04-01 | Paper |
| Optimal policy and consumption smoothing effects in the time-to-build AK model | 2012-09-04 | 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 |
| Maintenance and investment: complements or substitutes? A reappraisal | 2010-11-26 | Paper |
| Optimal investment models with vintage capital: dynamic programming approach | 2010-09-06 | Paper |
| Verification theorem and construction of $\epsilon$-optimal controls for control of abstract evolution equations | 2010-06-17 | Paper |
| On Dynamic Programming in Economic Models Governed by DDEs | 2009-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3601957 | 2009-02-12 | Paper |
| Solving optimal growth models with vintage capital: The dynamic programming approach | 2008-12-16 | Paper |
| Optimal strategies in linear multisector models: Value function and optimality conditions | 2008-01-24 | Paper |
| Smoothing properties of nonlinear transition semigroups: case of Lipschitz nonlinearities | 2007-03-20 | Paper |
| Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach | 2007-01-09 | Paper |
| Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition | 2006-12-07 | Paper |
| Weak Dirichlet processes with a stochastic control perspective | 2006-12-07 | Paper |
| Existence of optimal strategies in linear multisector models | 2006-09-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3375703 | 2006-03-16 | Paper |
| A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES | 2005-10-19 | Paper |
| Bellman equations associated to the optimal feedback control of stochastic Navier-Stokes equations | 2005-05-04 | Paper |
| ON THE DYNAMIC PROGRAMMING APPROACH FOR OPTIMAL CONTROL PROBLEMS OF PDE'S WITH AGE STRUCTURE | 2005-03-30 | Paper |
| Generation of analytic semigroups and domain characterization for degenerate elliptic operators with unbounded coefficients arising in financial mathematics. I. | 2004-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4543013 | 2004-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4421375 | 2004-01-25 | Paper |
| Superreplication of European multiasset derivatives with bounded stochastic volatility | 2003-07-16 | Paper |
| On a Dynamic Non‐Substitution Theorem and Other Issues in Burgstaller's Property and Prices | 2003-07-09 | Paper |
| On closability of directional gradients | 2003-04-27 | Paper |
| Viscosity solutions of dynamic-programming equations for the optimal control of the two-dimensional Navier-Stokes equations | 2002-09-25 | Paper |
| Technology adoption and accumulation in a vintage-capital model | 2002-09-18 | Paper |
| Incentive compatibility constraints and dynamic programming in continuous time | 2001-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263603 | 2000-04-04 | Paper |
| Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control | 2000-03-19 | Paper |
| Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation | 2000-01-01 | Paper |
| Optimal advertising with a continuum of goods | 1999-12-02 | Paper |
| Regularity of the Minimum Time Function and Minimum Energy Problems: The Linear Case | 1999-06-24 | Paper |
| Kolmogorov equation associated to a stochastic Navier-Stokes equation | 1999-01-27 | Paper |
| Investment in a vintage capital model | 1998-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4386548 | 1998-04-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4352449 | 1997-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4352448 | 1997-08-28 | Paper |
| Regular solutions of second-order stationary Hamilton-Jacobi equations | 1997-07-01 | Paper |
| Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities | 1997-03-31 | Paper |
| A dynamic programming approach to nonlinear boundary control problems of parabolic type | 1995-10-30 | Paper |
| Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem | 1995-05-23 | Paper |
| Strong solutions of Cauchy problems associated to weakly continuous semigroups | 1995-02-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4034991 | 1993-05-18 | Paper |
| A boundary-value problem for Hamilton-Jacobi equations in Hilbert spaces | 1992-06-26 | Paper |
| Some Results for an Optimal Control Problem with Semilinear State Equation | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4735697 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3203596 | 1988-01-01 | Paper |
