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Prof. Dr. Giorgio Ferrari


Recent Preprints

17025 A note on a new existence result for reflected BSDEs with interconnected obstacles PDF
19014 On a Class of Infinite-Dimensional Singular Stochastic Control Problems PDF
19065 Submodular mean field games: existence and approximation of solutions PDF
20036 A knightian irreversible investment problem PDF
20056 Optimal dividend payout under stochastic discounting PDF
20057 Singular control of the drift of a Brownian system PDF
19001 Nonzero-sum submodular monotone-follower games: existence and approximation of Nash equilibria PDF
17037 Stochastic nonzero-sum games: a new connection between singular control and optimal stopping PDF
17026 On a Class of Singular Stochastic Control Problems for Reflected Diffusions PDF
17002 On a Strategic Model of Pollution Control PDF
17003 On an Optimal Extraction problem with Regime Switching PDF
18058 An optimal extraction problem with price impact PDF
18039 Optimal control of debt-to-GDP ratio in an $\textit{N}$-State regime switching economy PDF
18018 A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Non Convex Costs PDF
18019 On the Optimal Management of Public Debt: a Singular Stochastic Control Problem PDF
18011 An Optimal Dividend Problem with Capital Injections over a Finite Horizon PDF
20094 Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty PDF
17036 On the Singular Control of Exchange Rates PDF
20007 Numerical approximation of the value of a stochastic differential game with asymmetric information PDF
19071 A singular stochastic control problem with interconnected dynamics PDF
19002 Optimal reduction of public debt under partial observation of the economic growth PDF

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