Browsing All of EconStor by Author Federico, Salvatore
Showing results 1 to 10 of 10
Year of Publication | Title | Author(s) |
2014 | On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment | De Angelis, Tiziano; Federico, Salvatore; Ferrari, Giorgio |
2019 | A model for the optimal management of inflation | Federico, Salvatore; Ferrari, Giorgio; Schuhmann, Patrick |
2019 | On a class of infinite-dimensional singular stochastic control problems | Federico, Salvatore; Ferrari, Giorgio; Riedel, Frank; Röckner, Michael |
2020 | Taming the spread of an epidemic by lockdown policies | Federico, Salvatore; Ferrari, Giorgio |
2020 | Applications of stochastic optimal control to economics and finance | Federico, Salvatore; Ferrari, Giorgio; Regis, Luca |
2021 | Two-sided singular control of an inventory with unknown demand trend | Federico, Salvatore; Ferrari, Giorgio; Rodosthenous, Neofytos |
2022 | Optimal vaccination in a SIRS epedemic model | Federico, Salvatore; Ferrari, Giorgio; Torrente, Maria-Laura |
2023 | Irreversible reinsurance: Minimization of capital injections in presence of a fixed cost | Federico, Salvatore; Ferrari, Giorgio; Torrente, Maria Laura |
2024 | A mean-field model of optimal investment | Calvia, Alessandro; Federico, Salvatore; Ferrari, Giorgio; Gozzi, Fausto |
2024 | Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces | Federico, Salvatore; Ferrari, Giorgio; Riedel, Frank; Röckner, Michael |