4 Treffer für Schlagwort = "smooth-fit"
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A Model for the Optimal Management of Inflation
Federico, Salvatore ; Ferrari, Giorgio ; Schuhmann, Patrick
2019
Nash equilibria of threshold type for two-player nonzero-sum games of stopping
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2016
A non convex singular stochastic control problem and its related optimal stopping boundaries
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2014
Singular Control of the Drift of a Brownian System
Federico, Salvatore ; Ferrari, Giorgio ; Schuhmann, Patrick
2020