44 Treffer für Jahr = "2009 - 2023"

• 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

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

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

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

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

• 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

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

• 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

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

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

• 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

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

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

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

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