4 Treffer für Schlagwort = "singular stochastic control"
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A Model for the Optimal Management of Inflation
Federico, Salvatore ; Ferrari, Giorgio ; Schuhmann, Patrick
2019
On a Class of Infinite-Dimensional Singular Stochastic Control Problems
Federico, Salvatore ; Ferrari, Giorgio ; Riedel, Frank ; Röckner, Michael
2019
On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment
de Angelis, Tiziano ; Federico, Salvatore ; Ferrari, Giorgio
2014
Singular Control of the Drift of a Brownian System
Federico, Salvatore ; Ferrari, Giorgio ; Schuhmann, Patrick
2020