The following pages link to Fausto Gozzi (Q592873):
Displaying 50 items.
- (Q447532) (redirect page) (← links)
- Optimal policy and consumption smoothing effects in the time-to-build AK model (Q447533) (← links)
- Endogenous growth and wave-like business fluctuations (Q472180) (← links)
- Egalitarianism under population change: age structure does matter (Q478122) (← links)
- Optimal consumption policies in illiquid markets (Q483699) (← links)
- Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
- Generically distributed investments on flexible projects and endogenous growth (Q513601) (← links)
- Maintenance and investment: complements or substitutes? A reappraisal (Q608893) (← links)
- Minimum energy for linear systems with finite horizon: a non-standard Riccati equation (Q679689) (← links)
- Technology adoption and accumulation in a vintage-capital model (Q698232) (← links)
- Viscosity solutions of dynamic-programming equations for the optimal control of the two-dimensional Navier-Stokes equations (Q699799) (← links)
- Mild solutions of semilinear elliptic equations in Hilbert spaces (Q730124) (← links)
- Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition (Q855922) (← links)
- Weak Dirichlet processes with a stochastic control perspective (Q855923) (← links)
- Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach (Q860708) (← links)
- Smoothing properties of nonlinear transition semigroups: case of Lipschitz nonlinearities (Q871612) (← links)
- Solving optimal growth models with vintage capital: The dynamic programming approach (Q960261) (← links)
- Optimal investment models with vintage capital: dynamic programming approach (Q990281) (← links)
- A boundary-value problem for Hamilton-Jacobi equations in Hilbert spaces (Q1179165) (← links)
- Investment in a vintage capital model (Q1264420) (← links)
- Kolmogorov equation associated to a stochastic Navier-Stokes equation (Q1276414) (← links)
- A dynamic programming approach to nonlinear boundary control problems of parabolic type (Q1316365) (← links)
- Strong solutions of Cauchy problems associated to weakly continuous semigroups (Q1343192) (← links)
- Superreplication of European multiasset derivatives with bounded stochastic volatility (Q1397041) (← links)
- Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation (Q1567418) (← links)
- Incentive compatibility constraints and dynamic programming in continuous time (Q1592522) (← links)
- Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula (Q1634179) (← links)
- Existence of optimal strategies in linear multisector models with several consumption goods (Q1693852) (← 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)
- Optimal advertising with a continuum of goods (Q1808225) (← links)
- Generation of analytic semigroups and domain characterization for degenerate elliptic operators with unbounded coefficients arising in financial mathematics. I. (Q1850198) (← links)
- On closability of directional gradients (Q1868139) (← links)
- Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities (Q1916791) (← links)
- Regular solutions of second-order stationary Hamilton-Jacobi equations (Q1924456) (← links)
- From firm to global-level pollution control: the case of transboundary pollution (Q2029344) (← links)
- Minimum energy with infinite horizon: from stationary to non-stationary states (Q2061574) (← links)
- Optimal portfolio choice with path dependent benchmarked labor income: a mean field model (Q2074981) (← links)
- Managing spatial linkages and geographic heterogeneity in dynamic models with transboundary pollution (Q2075644) (← links)
- A dynamic theory of spatial externalities (Q2078061) (← links)
- Internal habits formation and optimality (Q2222223) (← links)
- Optimal investment with vintage capital: equilibrium distributions (Q2237877) (← links)
- Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation (Q2339124) (← links)
- Solving internal habit formation models through dynamic programming in infinite dimension (Q2363573) (← links)
- Optimal strategies in linear multisector models: Value function and optimality conditions (Q2468508) (← links)
- Existence of optimal strategies in linear multisector models (Q2505527) (← links)
- Income drawdown option with minimum guarantee (Q2514762) (← links)
- Verification results for age-structured models of economic-epidemics dynamics (Q2656367) (← links)
- On a Dynamic Non‐Substitution Theorem and Other Issues in Burgstaller's <i>Property and Prices</i> (Q2732262) (← links)
- Stochastic Optimal Control in Infinite Dimension (Q2968752) (← links)
