19 Treffer für Ort = "Bielefeld"

• 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

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

• 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

• 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

• 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

• On a class of singular stochastic control problems for reflected diffusions Ferrari, Giorgio Bielefeld : Center for Mathematical Economics (IMW), November 2017

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

• On the optimal boundary of a three-dimensional singular stochastic control problem arising in irreversible investment De Angelis, Tiziano ; Federico, Salvatore ; Ferrari, Giorgio Bielefeld : Center for Mathematical Economics (IMW), June 2014

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

• 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

• A solvable two-dimensional degenerate singular stochastic control problem with non convex costs De Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John Bielefeld : Center for Mathematical Economics (IMW), November 2014

• A stochastic reversible investment problem on a finite-time horizon free boundary analysis De Angelis, Tiziano ; Ferrari, Giorgio Bielefeld : Center for Mathematical Economics (IMW), March 2013

• 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