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

• 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

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

• On a Merton problem with irreversible healthcare investment Ferrari, Giorgio ; Zhu, Shihao Bielefeld : Universitätsbibliothek Bielefeld, 2023

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

• Optimal dividends under Markov-modulated bankruptcy level Ferrari, Giorgio ; Schuhmann, Patrick ; Zhu, Shihao Bielefeld : Center for Mathematical Economics (IMW), Bielefeld University, November 2021

• 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