25010
Giorgio Ferrari, Neofytos Rodosthenous PDF
On the Singular Control of a Diffusion and Its Running Infimum or Supremum
Project:
C4
X
On the Singular Control of a Diffusion and Its Running Infimum or Supremum
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25006
Salvatore Federico, Giorgio Ferrari, Mauro Rosestolato PDF
Partial regularity of semiconvex viscosity supersolutions to fully nonlinear elliptic HJB equations and applications to stochastic control
Project:
C4
X
Partial regularity of semiconvex viscosity supersolutions to fully nonlinear elliptic HJB equations and applications to stochastic control
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24090
Jodi Dianetti, Max Nendel, Ludovic Tangpi, Shichun Wang PDF
Pasting of equilibria and Donsker-type results for mean field games
Project:
C4, C7
X
Pasting of equilibria and Donsker-type results for mean field games
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24054
Jodi Dianetti, Giorgio Ferrari, Renyuan Xu PDF
Exploratory optimal stopping: A singular control formulation
Project:
C4
X
Exploratory optimal stopping: A singular control formulation
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24043
Salvatore Federico, Giorgio Ferrari, Frank Riedel, Michael Röckner PDF
Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces
Project:
B1, C3, C4
X
Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces
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24027
Federico Cannerozzi, Giorgio Ferrari PDF
Cooperation, correlation and competition in ergodic n-player games and mean-field games of singular controls: a case study
Project:
C4
X
Cooperation, correlation and competition in ergodic n-player games and mean-field games of singular controls: a case study
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24022
Alessandro Calvia, Salvatore Federico, Giorgio Ferrari, Fausto Gozzi PDF
A mean-field model of optimal investment
Project:
C4
X
A mean-field model of optimal investment
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24019
Felix Dammann, Giorgio Ferrari PDF
A stationary equilibrium model of green technology adoption with endogenous carbon price
Project:
C4
X
A stationary equilibrium model of green technology adoption with endogenous carbon price
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24014
Jodi Dianetti, Frank Riedel, Lorenzo Maria Stanca PDF
Optimal consumption and investment under relative performance criteria with Epstein-Zin utility
Project:
C3, C4, C5
X
Optimal consumption and investment under relative performance criteria with Epstein-Zin utility
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23076
An Chen, Giorgio Ferrari, Shihao Zhu PDF
Striking the balance: Life insurance timing and asset allocation in financial planning
Project:
C4
X
Striking the balance: Life insurance timing and asset allocation in financial planning
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