27 Treffer für Schlagwort = "singular stochastic control"
Klassifikation
Schliessen
Filter

zu den Filteroptionen

An Optimal Dividend Problem with Capital Injections over a Finite Horizon
Ferrari, Giorgio ; Schuhmann, Patrick
2018
Continuous-Time Public Good Contribution under Uncertainty
Ferrari, Giorgio ; Riedel, Frank ; Steg, Jan-Henrik
2013
Continuous-Time Public Good Contribution under Uncertainty
Ferrari, Giorgio ; Riedel, Frank ; Steg, Jan-Henrik
2015
Controlling public debt without forgetting Inflation
Ferrari, Giorgio
2016
Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal Boundary
Ferrari, Giorgio ; Salminen, Paavo
2014
A Knightian Irreversible Investment Problem
Ferrari, Giorgio ; Li, Hanwu ; Riedel, Frank
2020
A Model for the Optimal Management of Inflation
Federico, Salvatore ; Ferrari, Giorgio ; Schuhmann, Patrick
2019
Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls
Dianetti, Jodi ; Ferrari, Giorgio
2021
A non convex singular stochastic control problem and its related optimal stopping boundaries
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2014
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
Gehe zu Seiten

Detailsuche

Bibliotheken

Projekt

Impressum

Datenschutz

27 Treffer für Schlagwort = "singular stochastic control"
Klassifikation
Schliessen
Filter

An Optimal Dividend Problem with Capital Injections over a Finite Horizon

Continuous-Time Public Good Contribution under Uncertainty

Continuous-Time Public Good Contribution under Uncertainty

Controlling public debt without forgetting Inflation

Irreversible Investment under Lévy Uncertainty: an Equation for the Optimal Boundary

A Knightian Irreversible Investment Problem

A Model for the Optimal Management of Inflation

Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls

A non convex singular stochastic control problem and its related optimal stopping boundaries

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

27 Treffer für Schlagwort = "singular stochastic control" KlassifikationSchliessenFilter

27 Treffer für Schlagwort = "singular stochastic control"
Klassifikation
Schliessen
Filter