The following pages link to Salvatore Federico (Q483715):
Displaying 40 items.
- Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
- A stochastic control problem with delay arising in a pension fund model (Q483928) (← links)
- On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term (Q500200) (← links)
- Generically distributed investments on flexible projects and endogenous growth (Q513601) (← links)
- Optimal stopping of stochastic differential equations with delay driven by Lévy noise (Q623473) (← links)
- Mild solutions of semilinear elliptic equations in Hilbert spaces (Q730124) (← links)
- Explicit investment rules with time-to-build and uncertainty (Q1623999) (← links)
- Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula (Q1634179) (← links)
- Path-dependent equations and viscosity solutions in infinite dimension (Q1747749) (← links)
- Corrigendum to: ``Mild solutions of semilinear elliptic equations in Hilbert spaces''. (Q1785954) (← links)
- From firm to global-level pollution control: the case of transboundary pollution (Q2029344) (← links)
- Managing spatial linkages and geographic heterogeneity in dynamic models with transboundary pollution (Q2075644) (← links)
- A dynamic theory of spatial externalities (Q2078061) (← links)
- \(C_0\)-sequentially equicontinuous semigroups (Q2216697) (← links)
- Singular control of the drift of a Brownian system (Q2238968) (← links)
- Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset (Q2251580) (← links)
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
- Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation (Q2339124) (← links)
- Finite-dimensional representations for controlled diffusions with delay (Q2340993) (← links)
- Income drawdown option with minimum guarantee (Q2514762) (← links)
- Taming the spread of an epidemic by lockdown policies (Q2656366) (← links)
- Characterization of the Optimal Boundaries in Reversible Investment Problems (Q2930954) (← links)
- HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions (Q3083249) (← links)
- HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks (Q3224968) (← links)
- (Q3534747) (← links)
- Optimal Boundary Surface for Irreversible Investment with Stochastic Costs (Q4595959) (← links)
- On a Class of Infinite-Dimensional Singular Stochastic Control Problems (Q4990321) (← links)
- State Constrained Control Problems in Banach Lattices and Applications (Q5013565) (← links)
- A Singular Stochastic Control Problem with Interconnected Dynamics (Q5130896) (← links)
- Geographic environmental Kuznets curves: the optimal growth linear-quadratic case (Q5229628) (← links)
- Dynamic Programming for Optimal Control Problems with Delays in the Control Variable (Q5494913) (← links)
- (Q5859828) (← links)
- Two-Sided Singular Control of an Inventory with Unknown Demand Trend (Q6057797) (← links)
- Optimal control of stochastic delay differential equations and applications to path-dependent financial and economic models (Q6426787) (← links)
- Impact of time illiquidity in a mixed market without full observation (Q6497101) (← 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)
- Linear-Quadratic Mean Field Games in Hilbert spaces (Q6523051) (← links)
- Irreversible reinsurance: minimization of capital injections in presence of a fixed cost (Q6655913) (← links)
- Rate-independent model of ferroelectric materials: finite element and finite difference solution (Q6671839) (← links)
