16 Treffer für Ort = "Bielefeld"

• 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

• 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

• 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

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

• Optimal execution with multiplicative price impact and incomplete information on the return Dammann, Felix ; Ferrari, Giorgio Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, February 2022

• Optimal vaccination in a SIRS epedemic model Federico, Salvatore ; Ferrari, Giorgio ; Torrente, Maria-Laura Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, June 2022

• 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

• 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

• A stationary equilibrium model of green technology adoption with endogenous carbon price Dammann, Felix ; Ferrari, Giorgio Bielefeld : Center for Mathematical Economics (IMW), Bielefeld University, [February 2024]

• 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

• A unifying framework for submodular mean field games Dianetti, Jodi ; Ferrari, Giorgio ; Fischer, Markus ; Nendel, Max Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, January 2022