Browsing All of EconStor by Author Ferrari, Giorgio


Showing results 21 to 40 of 54
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Year of PublicationTitleAuthor(s)
2018Optimal management of debt-to-GDP ratio with regime-switching interest rateFerrari, Giorgio; Rodosthenous, Neofytos
2019Numerical appromixation of the value of a stochastic differential game with asymmetric informationBanas, Lubomir; Ferrari, Giorgio; Randrianasolo, Tsiry A.
2019A model for the optimal management of inflationFederico, Salvatore; Ferrari, Giorgio; Schuhmann, Patrick
2019Optimal control of debt-to-GDP ratio in an N-state regime switching economyFerrari, Giorgio; Rodosthenous, Neofytos
2019Submodular mean field games: Existence and approximation of solutionsDianetti, Jodi; Ferrari, Giorgio; Fischer, Markus; Nendel, Max
2019Optimal reduction of public debt under partial observation of the economic growthCallegaro, Giorgia; Ceci, Claudia; Ferrari, Giorgio
2019On a class of infinite-dimensional singular stochastic control problemsFederico, Salvatore; Ferrari, Giorgio; Riedel, Frank; Röckner, Michael
2019Nonzero-sum submodular monotone-follower games: Existence and approximation of Nash equilibriaDianetti, Jodi; Ferrari, Giorgio
2020Taming the spread of an epidemic by lockdown policiesFederico, Salvatore; Ferrari, Giorgio
2020Optimal dividend payout under stochastic discountingBandini, Elena; De Angelis, Tiziano; Ferrari, Giorgio; Gozzi, Fausto
2020A Knightian irreversible investment problemFerrari, Giorgio; Li, Hanwu; Riedel, Frank
2020Singular control of the drift of a Brownian systemFederico, Salavatore; Ferrari, Giorgio; Schuhmann, Patrick
2020Applications of stochastic optimal control to economics and financeFederico, Salvatore; Ferrari, Giorgio; Regis, Luca
2020Optimal consumption with intertemporal substitution under knightian uncertaintyFerrari, Giorgio; Li, Hanwu; Riedel, Frank
2020Optimal switch from a fossil-fueled to an electric vehicleFalbo, Paolo; Ferrari, Giorgio; Rizzini, Giorgio; Schmeck, Maren Diane
2020Optimal reduction of public debt under partial observation of the economic growthCallegaro, Giorgia; Ceci, Claudia; Ferrari, Giorgio
2021Nonlinear filtering of partially observed systems arising in singular stochastic optimal controlCalvia, Alessandro; Ferrari, Giorgio
2021On an irreversible investment problem with two-factor uncertaintyDammann, Felix; Ferrari, Giorgio
2021Two-sided singular control of an inventory with unknown demand trendFederico, Salvatore; Ferrari, Giorgio; Rodosthenous, Neofytos
2021Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controlsDianetti, Jodi; Ferrari, Giorgio