5 Titel in Klassifikation (DDC) → Sozialwissenschaften → Wirtschaft → Wirtschaft
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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
Stationary Discounted and Ergodic Mean Field Games of Singular Control
Cao, Haoyang ; Dianetti, Jodi ; Ferrari, Giorgio
2021
A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis
de Angelis, Tiziano ; Ferrari, Giorgio
2013
Submodular Mean Field Games. Existence and Approximation of Solutions
Dianetti, Jodi ; Ferrari, Giorgio ; Fischer, Markus ; Nendel, Max
2019