7 Treffer für Personen = "Andrä, Jürgen" und Sammlung = Sammlungen der ULB Münster
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On a Class of Infinite-Dimensional Singular Stochastic Control Problems
Federico, Salvatore ; Ferrari, Giorgio ; Riedel, Frank ; Röckner, Michael
2019
On an integral equation for the free boundary of stochastic, irreversible investment problems
Ferrari, Giorgio
2012
On an Irreversible Investment Problem with Two-Factor Uncertainty
Dammann, Felix ; Ferrari, Giorgio
2021
On singular control games : with applications to capital accumulation
Steg, Jan-Henrik
2010
On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment
de Angelis, Tiziano ; Federico, Salvatore ; Ferrari, Giorgio
2014
Optimal entry to an irreversible investment plan with non convex costs
de Angelis, Tiziano ; Ferrari, Giorgio ; Martyr, Randall ; Moriarty, John
2016
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem
Koch, Torben ; Vargiolu, Tiziano
2019