27 Treffer für Schlagwort = "singular stochastic control" KlassifikationSchliessenFilter
zu den Filteroptionen27 Treffer für Schlagwort = "singular stochastic control"
Klassifikation
Schliessen
Filter
An Optimal Dividend Problem with Capital Injections over a Finite Horizon
Ferrari, Giorgio ; Schuhmann, Patrick2018Continuous-Time Public Good Contribution under Uncertainty
Ferrari, Giorgio ; Riedel, Frank ; Steg, Jan-Henrik2013Continuous-Time Public Good Contribution under Uncertainty
Ferrari, Giorgio ; Riedel, Frank ; Steg, Jan-Henrik2015Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal Boundary
Ferrari, Giorgio ; Salminen, Paavo2014A Model for the Optimal Management of Inflation
Federico, Salvatore ; Ferrari, Giorgio ; Schuhmann, Patrick2019Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls
Dianetti, Jodi ; Ferrari, Giorgio2021A non convex singular stochastic control problem and its related optimal stopping boundaries
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John2014On a Class of Infinite-Dimensional Singular Stochastic Control Problems
Federico, Salvatore ; Ferrari, Giorgio ; Riedel, Frank ; Röckner, Michael2019On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment
de Angelis, Tiziano ; Federico, Salvatore ; Ferrari, Giorgio2014Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty
Ferrari, Giorgio ; Li, Hanwu ; Riedel, Frank2020Optimal Control of Debt-To-GDP Ratio in an N-State Regime Switching Economy
Ferrari, Giorgio ; Rodosthenous, Neofytos2019Optimal Dividends under Markov-Modulated Bankruptcy Level
Ferrari, Giorgio ; Schuhmann, Patrick ; Zhu, Shihao2021Optimal entry to an irreversible investment plan with non convex costs
de Angelis, Tiziano ; Ferrari, Giorgio ; Martyr, Randall ; Moriarty, John2016Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem
Koch, Torben ; Vargiolu, Tiziano2019