15 Treffer für Jahr = "2018 - 2020"

• 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

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

• 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

• 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

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

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

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

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

• 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

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

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