13 Treffer für Schlagwort = "Singular stochastic control"
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On a Class of Infinite-Dimensional Singular Stochastic Control Problems
Federico, Salvatore ; Ferrari, Giorgio ; Riedel, Frank ; Röckner, Michael
2019
On a Class of Singular Stochastic Control Problems for Reflected Diffusions
Ferrari, Giorgio
2017
On an integral equation for the free boundary of stochastic, irreversible investment problems
Ferrari, Giorgio
2012
On an optimal extraction problem with regime switching
Ferrari, Giorgio ; Yang, Shuzhen
2016
On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment
de Angelis, Tiziano ; Federico, Salvatore ; Ferrari, Giorgio
2014
On the Singular Control of Exchange Rates
Ferrari, Giorgio ; Vargiolu, Tiziano
2017
Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty
Ferrari, Giorgio ; Li, Hanwu ; Riedel, Frank
2020
Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy
Ferrari, Giorgio ; Rodosthenous, Neofytos
2019
Optimal Dividends under Markov-Modulated Bankruptcy Level
Ferrari, Giorgio ; Schuhmann, Patrick ; Zhu, Shihao
2021
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
Optimal Reduction of Public Debt under Partial Observation of the Economic Growth
Callegaro, Giorgia ; Ceci, Claudia ; Ferrari, Giorgio
2019
Optimal reduction of public debt under partial observation of the economic growth
Callegaro, Giorgia ; Ceci, Claudia ; Ferrari, Giorgio
In: Finance and stochastics, Jg. 24 H. 4, S. 1083-1132

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13 Treffer für Schlagwort = "Singular stochastic control"
Klassifikation
Schliessen
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On a Class of Infinite-Dimensional Singular Stochastic Control Problems

On a Class of Singular Stochastic Control Problems for Reflected Diffusions

On an integral equation for the free boundary of stochastic, irreversible investment problems

On an optimal extraction problem with regime switching

On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment

On the Singular Control of Exchange Rates

Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty

Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy

Optimal Dividends under Markov-Modulated Bankruptcy Level

Optimal entry to an irreversible investment plan with non convex costs

Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem

Optimal Reduction of Public Debt under Partial Observation of the Economic Growth

Optimal reduction of public debt under partial observation of the economic growth

13 Treffer für Schlagwort = "Singular stochastic control" KlassifikationSchliessenFilter

13 Treffer für Schlagwort = "Singular stochastic control"
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