11 Treffer für Jahr = "2015 - 2017"

• 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

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

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

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

• Optimal entry to an irreversible investment plan with non convex costs de Angelis, Tiziano ; Ferrari, Giorgio ; Martyr, Randall ; Moriarty, John Bielefeld : Bielefeld University, Center for Mathematical Economics, July 2016

• A solvable two-dimensional singular stochastic control problem with non convex costs de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John Bielefeld : Bielefeld University, Center for Mathematical Economics, July 2016

• 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