12 Titel in Alle Pflichtdokumente → 500 Naturwissenschaften und Mathematik → 510 Mathematik

• A model for the optimal management of inflation Federico, Salvatore ; Ferrari, Giorgio ; Schuhmann, Patrick Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, September 2019

• Nash equilibria of threshold type for two-player nonzero-sum games of stopping de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John Bielefeld : Bielefeld University, Center for Mathematical Economics, July 2016

• Nonzero-sum submodular monotone-follower games existence and approximation of Nash equilibria Dianetti, Jodi ; Ferrari, Giorgio Bielefeld : Center for Mathematical Economics (IMW), January 2019

• A note on a new existence result for reflected BSDES with interconnected obstacles De Angelis, Tiziano ; Ferrari, Giorgio ; Hamadène, Saïd Bielefeld : Center for Mathematical Economics (IMW), Oktober 2017

• Numerical appromixation of the value of a stochastic differential game with asymmetric information Baňas, Ľubomír ; Ferrari, Giorgio ; Randrianasolo, Tsiry A. Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, December 2019

• On a class of infinite-dimensional singular stochastic control problems Federico, Salvatore ; Ferrari, Giorgio ; Riedel, Frank ; Röckner, Michael Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, April 2019

• On a class of singular stochastic control problems for reflected diffusions Ferrari, Giorgio Bielefeld : Center for Mathematical Economics (IMW), November 2017

• Optimal dividend payout under stochastic discounting Bandini, Elena ; De Angelis, Tiziano ; Ferrari, Giorgio ; Gozzi, Fausto Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, May 2020

• An optimal dividend problem with capital injections over a finite horizon Ferrari, Giorgio ; Schuhmann, Patrick Bielefeld : Center for Mathematical Economics (IMW), April 2018

• Singular control of the drift of a Brownian system Federico, Salvatore ; Ferrari, Giorgio ; Schuhmann, Patrick Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, May 2020

• Stochastic nonzero-sum games: a new connection between singular control and optimal stopping de Angelis, Tiziano ; Ferrari, Giorgio Bielefeld : Bielefeld University, Center for Mathematical Economics, July 2016

• Submodular mean field games existence and approximation of solutions Dianetti, Jodi ; Ferrari, Giorgio ; Fischer, Markus ; Nendel, Max Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, July 2019