27 Treffer für Schlagwort = "singular stochastic control"
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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
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
A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis
de Angelis, Tiziano ; Ferrari, Giorgio
2013
A Unifying Framework for Submodular Mean Field Games
Dianetti, Jodi ; Ferrari, Giorgio ; Fischer, Markus ; Nendel, Max
2022
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