The following pages link to Giorgio Ferrari (Q320101):
Displaying 44 items.
- Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs (Q320103) (← links)
- Speedy motions of a body immersed in an infinitely extended medium (Q643720) (← links)
- A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236) (← links)
- On the singular control of exchange rates (Q827148) (← links)
- Optimal entry to an irreversible investment plan with non convex costs (Q1687372) (← links)
- Nash equilibria of threshold type for two-player nonzero-sum games of stopping (Q1751964) (← links)
- Continuous-time public good contribution under uncertainty: a stochastic control approach (Q2013930) (← links)
- An optimal extraction problem with price impact (Q2041026) (← links)
- Optimal switch from a fossil-fueled to an electric vehicle (Q2064640) (← links)
- Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (Q2128619) (← links)
- Optimal dividends under Markov-modulated bankruptcy level (Q2172038) (← links)
- Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
- Singular control of the drift of a Brownian system (Q2238968) (← links)
- A Knightian irreversible investment problem (Q2247720) (← links)
- On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528) (← links)
- On a strategic model of pollution control (Q2327674) (← links)
- On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
- Taming the spread of an epidemic by lockdown policies (Q2656366) (← links)
- Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358) (← links)
- Generalized Kuhn--Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources (Q2873857) (← links)
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
- Optimal Boundary Surface for Irreversible Investment with Stochastic Costs (Q4595959) (← links)
- On a Class of Infinite-Dimensional Singular Stochastic Control Problems (Q4990321) (← links)
- Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations (Q5055366) (← links)
- Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria (Q5111069) (← links)
- A Singular Stochastic Control Problem with Interconnected Dynamics (Q5130896) (← links)
- Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005) (← links)
- On an optimal extraction problem with regime switching (Q5215020) (← links)
- A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs (Q5219728) (← links)
- Optimal Control of Debt-to-GDP Ratio in an $N$-State Regime Switching Economy (Q5220413) (← links)
- An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Q5232239) (← links)
- A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (Q5254904) (← links)
- Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank--El Karoui Representation Theorem (Q5494908) (← links)
- Numerical Approximation of the Value of a Stochastic Differential Game with Asymmetric Information (Q5858105) (← links)
- Optimal dividend payout under stochastic discounting (Q6054423) (← links)
- Two-Sided Singular Control of an Inventory with Unknown Demand Trend (Q6057797) (← links)
- Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
- Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260) (← links)
- Stationary Discounted and Ergodic Mean Field Games with Singular Controls (Q6122565) (← links)
- Irreversible reinsurance: Minimization of Capital Injections in Presence of a Fixed Cost (Q6513304) (← links)
- Multiple equilibria in mean-field game models for large oligopolies with strategic complementarities (Q6519540) (← links)
- Uncertainty over uncertainty in environmental policy adoption: Bayesian learning of unpredictable socioeconomic costs (Q6567096) (← links)
- Irreversible reinsurance: minimization of capital injections in presence of a fixed cost (Q6655913) (← links)
- Numerical approximation of Dynkin games with asymmetric information (Q6663107) (← links)
