Verfasser : Ferrari, Giorgio

• 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

• Two-sided singular control of an inventory with unknown demand trend Federico, Salvatore ; Ferrari, Giorgio ; Rodosthenous, Neofytos Bielefeld, Germany : Center for Mathematical Economics (IMW), February 2021

• 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

• 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

• Optimal vaccination in a SIRS epedemic model Federico, Salvatore ; Ferrari, Giorgio ; Torrente, Maria-Laura Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, June 2022

• Controlling public debt without forgetting Inflation Ferrari, Giorgio Bielefeld : Bielefeld University, Center for Mathematical Economics, July 2016

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

• On an integral equation for the free boundary of stochastic, irreversible investment problems Ferrari, Giorgio Bielefeld : IMW - Bielefeld University, November 2012

• On a strategic model of pollution control Ferrari, Giorgio ; Koch, Torben Bielefeld : Universitätsbibliothek Bielefeld, July 2017

• An optimal extraction problem with price impact Ferrari, Giorgio ; Koch, Torben Bielefeld : Center for Mathematical Economics (IMW), December 2018

• A Knightian irreversible investment problem Ferrari, Giorgio ; Li, Hanwu ; Riedel, Frank Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, March 2020

• Optimal consumption with intertemporal substitution under knightian uncertainty Ferrari, Giorgio ; Li, Hanwu ; Riedel, Frank Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, November 2020

• Continuous-time public good contribution under uncertainty Ferrari, Giorgio ; Riedel, Frank ; Steg, Jan-Henrik Bielefeld : Center for Mathematical Economics (IMW), July 2013

• Continuous-time public good contribution under uncertainty Ferrari, Giorgio ; Riedel, Frank ; Steg, Jan-Henrik Bielefeld : Center for Mathematical Economics (IMW), February 2015

• Optimal management of debt-to-GDP ratio with regime-switching interest rate Ferrari, Giorgio ; Rodosthenous, Neofytos Bielefeld : Center for Mathematical Economics (IMW), August 2018

• Irreversible investment under Lévy uncertainty an equation for the optimal boundary Ferrari, Giorgio ; Salminen, Paavo Bielefeld : Center for Mathematical Economics (IMW), November 2014

• 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

• On the singular control of exchange rates Ferrari, Giorgio ; Vargiolu, Tiziano Bielefeld : Center for Mathematical Economics (IMW), December 2017

• On an optimal extraction problem with regime switching Ferrari, Giorgio ; Yang, Shuzhen Bielefeld : Bielefeld University, Center for Mathematical Economics, July 2016