45 Treffer für Verfasser = "Ferrari, Giorgio"

• On an optimal extraction problem with regime switching Ferrari, Giorgio ; Yang, Shuzhen Bielefeld : Bielefeld University, Center for Mathematical Economics, July 2016

• 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

• 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

• 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

• 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

• 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

• 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 solvable two-dimensional singular stochastic control problem with non convex costs de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John Bielefeld : Bielefeld University, Center for Mathematical Economics, July 2016

• 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]

• Stochastic nonzero-sum games: a new connection between singular control and optimal stopping de Angelis, Tiziano ; Ferrari, Giorgio Bielefeld : Bielefeld University, Center for Mathematical Economics, July 2016