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Prof. Dr. Giorgio Ferrari
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ed.dlefeleib-inu
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Recent Preprints
25010
On the Singular Control of a Diffusion and Its Running Infimum or Supremum
PDF
25006
Partial regularity of semiconvex viscosity supersolutions to fully nonlinear elliptic HJB equations and applications to stochastic control
PDF
24054
Exploratory optimal stopping: A singular control formulation
PDF
24043
Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces
PDF
24027
Cooperation, correlation and competition in ergodic n-player games and mean-field games of singular controls: a case study
PDF
24022
A mean-field model of optimal investment
PDF
24019
A stationary equilibrium model of green technology adoption with endogenous carbon price
PDF
23076
Striking the balance: Life insurance timing and asset allocation in financial planning
PDF
23075
Numerical approximation of Dynkin games with asymmetric information
PDF
23074
Optimal retirement choice under age-dependent force of mortality
PDF
23067
Singular control in a cash management model with ambiguity
PDF
23062
Irreversible reinsurance: minimization of capital injections in presence of a fixed cost
PDF
23053
Ergodic mean-field games of singular control with regime-switching
PDF
23030
A stationary mean-field equilibrium moder of irreversible investment in a two-regime economy
PDF
23029
Uncertainty over uncertainty in environmental policy adoption: Baysian learning of unpredictable socioeconomic costs
PDF
22075
Consumption decision, portfolio choice and healthcare irreversible investment
PDF
22027
Optimal execution with multiplicative price impact and incomplete information on the return
PDF
22020
A unifying framework for submodular mean field games
PDF
21059
Optimal dividends under Markov-modulated bankruptcy level
PDF
21041
Nonlinear filtering of partially observed systems arising in singular stochastic optimal control
PDF
21040
Stationary discounted and ergodic mean field games of singular control
PDF
21031
Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controls
PDF
21030
On an irreversible investment problem with two-factor uncertainty
PDF
21026
Two-sided singular control of an inventory with unknown demand trend
PDF
20094
Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty
PDF
20057
Singular control of the drift of a Brownian system
PDF
20056
Optimal dividend payout under stochastic discounting
PDF
20036
A knightian irreversible investment problem
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
19065
Submodular mean field games: existence and approximation of solutions
PDF
19014
On a Class of Infinite-Dimensional Singular Stochastic Control Problems
PDF
19002
Optimal reduction of public debt under partial observation of the economic growth
PDF
19001
Nonzero-sum submodular monotone follower games: existence and approximation of Nash equilibria
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
18018
A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs
PDF
18011
An Optimal Dividend Problem with Capital Injections over a Finite Horizon
PDF
17037
Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
PDF
17036
On the Singular Control of Exchange Rates
PDF
17026
On a Class of Singular Stochastic Control Problems for Reflected Diffusions
PDF
17025
A note on a new existence result for reflected BSDEs with interconnected obstacles
PDF
17003
On an Optimal Extraction problem with Regime Switching
PDF
17002
On a Strategic Model of Pollution Control
PDF
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