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Prof. Dr. Giorgio Ferrari


Contact-Details:
eMail: ed.dlefeleib-inu irarref.oigroig


Recent Preprints

17025 A note on a new existence result for reflected BSDEs with interconnected obstacles 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
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
17036 On the Singular Control of Exchange Rates 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
18018 A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs PDF
19001 Nonzero-sum submodular monotone follower games: existence and approximation of Nash equilibria PDF
21026 Two-sided singular control of an inventory with unknown demand trend PDF
21031 Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controls PDF
19014 On a Class of Infinite-Dimensional Singular Stochastic Control Problems PDF
21030 On an irreversible investment problem with two-factor uncertainty PDF
20007 Numerical approximation of the value of a stochastic differential game with asymmetric information PDF
19065 Submodular mean field games: existence and approximation of solutions PDF
20094 Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty PDF
22027 Optimal execution with multiplicative price impact and incomplete information on the return PDF
21059 Optimal dividends under Markov-modulated bankruptcy level 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
21041 Nonlinear filtering of partially observed systems arising in singular stochastic optimal control PDF
22020 A unifying framework for submodular mean field games PDF
21040 Stationary discounted and ergodic mean field games of singular control PDF
22075 Consumption decision, portfolio choice and healthcare irreversible investment PDF

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