6 Treffer für Jahr = "2021"

• 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

• 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

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

• Optimal dividends under Markov-modulated bankruptcy level Ferrari, Giorgio ; Schuhmann, Patrick ; Zhu, Shihao Bielefeld : Center for Mathematical Economics (IMW), Bielefeld University, November 2021

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

• Two-sided singular control of an inventory with unknown demand trend Federico, Salvatore ; Ferrari, Giorgio ; Rodosthenous, Neofytos Bielefeld, Germany : Center for Mathematical Economics (IMW), February 2021