Verfasser : Ferrari, Giorgio

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

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

• Optimal reduction of public debt under partial observation of the economic growth Callegaro, Giorgia ; Ceci, Claudia ; Ferrari, Giorgio Elektronische Ressource, Bielefeld : Center for Mathematical Economics (IMW), January 2019

• Nonlinear filtering of partially observed systems arising in singular stochastic optimal control Calvia, Alessandro ; Ferrari, Giorgio Elektronische Ressource, Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, June 2021

• Stationary discounted and ergodic mean field games of singular control Cao, Haoyang ; Dianetti, Jodi ; Ferrari, Giorgio Elektronische Ressource, Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, May 2021

• Generalized Kuhn-Tucker conditions for N-Firm stochastic irreversible investment under limited resources Chiarolla, Maria B. ; Ferrari, Giorgio ; Riedel, Frank Elektronische Ressource, Bielefeld : Bielefeld University, Center for Mathematical Economics, March 2012

• On an irreversible investment problem with two-factor uncertainty Dammann, Felix ; Ferrari, Giorgio Elektronische Ressource, Bielefeld, Germany : Center for Mathematical Economics (IMW), March 2021

• Optimal execution with multiplicative price impact and incomplete information on the return Dammann, Felix ; Ferrari, Giorgio Elektronische Ressource, Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, February 2022

• On the optimal boundary of a three-dimensional singular stochastic control problem arising in irreversible investment De Angelis, Tiziano ; Federico, Salvatore ; Ferrari, Giorgio Elektronische Ressource, Bielefeld : Center for Mathematical Economics (IMW), June 2014

• A stochastic reversible investment problem on a finite-time horizon free boundary analysis De Angelis, Tiziano ; Ferrari, Giorgio Elektronische Ressource, Bielefeld : Center for Mathematical Economics (IMW), March 2013

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

• A non convex singular stochastic control problem and its related optimal stopping boundaries De Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John Elektronische Ressource, Bielefeld : Center for Mathematical Economics (IMW), May 2014

• A solvable two-dimensional degenerate singular stochastic control problem with non convex costs De Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John Elektronische Ressource, Bielefeld : Center for Mathematical Economics (IMW), November 2014

• Multidimensional singular control and related skorokhod problem suficient conditions for the characterization of optimal controls Dianetti, Jodi ; Ferrari, Giorgio Elektronische Ressource, Bielefeld, Germany : Center for Mathematical Economics (IMW), March 2021

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

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

• A unifying framework for submodular mean field games Dianetti, Jodi ; Ferrari, Giorgio ; Fischer, Markus ; Nendel, Max Elektronische Ressource, Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, January 2022

• Optimal switch from a fossil-fueled to an electric vehicle Falbo, Paolo ; Ferrari, Giorgio ; Rizzini, Giorgio ; Schmeck, Maren Diane Elektronische Ressource, Bielefeld, Germany : Center for Mathematical Economics (IMW), December 2020

• Taming the spread of an epidemic by lockdown policies Federico, Salvatore ; Ferrari, Giorgio Elektronische Ressource, Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, July 2020

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