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Results 1-10 of 54.

Year of Publication	Title	Author(s)
2022	Optimal execution with multiplicative price impact and incomplete information on the return	Dammann, Felix; Ferrari, Giorgio
2014	On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment	De Angelis, Tiziano; Federico, Salvatore; Ferrari, Giorgio
2023	Ergodic mean-field games of singular control with regime-switching	Dianetti, Jodi; Ferrari, Giorgio; Tzouanas, Ioannis
2021	Nonlinear filtering of partially observed systems arising in singular stochastic optimal control	Calvia, Alessandro; Ferrari, Giorgio
2020	Taming the spread of an epidemic by lockdown policies	Federico, Salvatore; Ferrari, Giorgio
2023	A stationary mean-field equilibrium model of irreversible investment in a two-regime economy	Aïd, René; Basei, Matteo; Ferrari, Giorgio
2019	Numerical appromixation of the value of a stochastic differential game with asymmetric information	Banas, Lubomir; Ferrari, Giorgio; Randrianasolo, Tsiry A.
2020	Optimal dividend payout under stochastic discounting	Bandini, Elena; De Angelis, Tiziano; Ferrari, Giorgio; Gozzi, Fausto
2017	A note on a new existence result for reflected BSDES with interconnected obstacles	De Angelis, Tiziano; Ferrari, Giorgio; Hamadène, Saïd
2018	An optimal dividend problem with capital injections over a finite horizon	Ferrari, Giorgio; Schuhmann, Patrick