8 Titel in Klassifikation (DDC) → Naturwissenschaften und Mathematik → Mathematik → Mathematik
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Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls
Dianetti, Jodi ; Ferrari, Giorgio
2021
Nash equilibria of threshold type for two-player nonzero-sum games of stopping
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2016
A non convex singular stochastic control problem and its related optimal stopping boundaries
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2014
Nonlinear Filtering of Partially Observed Systems Arising in Singular Stochastic Optimal Control
Calvia, Alessandro ; Ferrari, Giorgio
2021
On some Two-Dimensional Singular Stochastic Control Problems and their Free-Boundary Analysis
Schuhmann, Patrick
2021
A solvable two-dimensional singular stochastic control problem with non convex costs
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2016
Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
de Angelis, Tiziano ; Ferrari, Giorgio
2016
Stochastic singular control: existence, characterization and approximation of solutions in cost minimization problems and games
Dianetti, Jodi
2022