33 Treffer für Jahr = "2016 - 2022"

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

• 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

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

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

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

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

• 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

• 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