8 Treffer für Schlagwort = "Reliability"
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Singular Control of the Drift of a Brownian System
Federico, Salvatore ; Ferrari, Giorgio ; Schuhmann, Patrick
2020
A solvable two-dimensional degenerate singular stochastic control problem with non convex costs
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2014
A solvable two-dimensional singular stochastic control problem with non convex costs
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2016
Stationary Discounted and Ergodic Mean Field Games of Singular Control
Cao, Haoyang ; Dianetti, Jodi ; Ferrari, Giorgio
2021
Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
de Angelis, Tiziano ; Ferrari, Giorgio
2016
A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis
de Angelis, Tiziano ; Ferrari, Giorgio
2013
Stochastic singular control: existence, characterization and approximation of solutions in cost minimization problems and games
Dianetti, Jodi
2022
Submodular Mean Field Games. Existence and Approximation of Solutions
Dianetti, Jodi ; Ferrari, Giorgio ; Fischer, Markus ; Nendel, Max
2019