Articles with public access mandates - Giorgio FerrariLearn more
Available somewhere: 28
Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
T De Angelis, G Ferrari
Advances in Applied Probability 50 (2), 347-372, 2016
Mandates: German Research Foundation, UK Engineering and Physical Sciences Research …
On an Integral Equation for the Free Boundary of Stochastic, Irreversible Investment Problems
G Ferrari
The Annals of Applied Probability 25 (1), 150-176, 2015
Mandates: German Research Foundation
Nash equilibria of threshold type for two-player nonzero-sum games of stopping
T De Angelis, G Ferrari, J Moriarty
The Annals of Applied Probability 28 (1), 112-147, 2015
Mandates: German Research Foundation, UK Engineering and Physical Sciences Research …
Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank-El Karoui Representation Theorem
MB Chiarolla, G Ferrari
SIAM Journal on Control and Optimization 52 (2), 1048-1070, 2014
Mandates: German Research Foundation
Optimal boundary surface for irreversible investment with stochastic costs
T De Angelis, S Federico, G Ferrari
Mathematics of Operations Research 42 (4), 1135-1161, 2017
Mandates: German Research Foundation, UK Engineering and Physical Sciences Research …
A stochastic partially reversible investment problem on a finite time-horizon: Free-boundary analysis
T De Angelis, G Ferrari
Stochastic Processes and their Applications 124 (12), 4080-4119, 2014
Mandates: German Research Foundation, UK Engineering and Physical Sciences Research …
A nonconvex singular stochastic control problem and its related optimal stopping boundaries
T De Angelis, G Ferrari, J Moriarty
SIAM Journal on Control and Optimization 53 (3), 1199-1223, 2015
Mandates: German Research Foundation, UK Engineering and Physical Sciences Research …
Submodular mean field games: Existence and approximation of solutions
J Dianetti, G Ferrari, M Fischer, M Nendel
The Annals of Applied Probability. 31 (6), 2538-2566, 2021
Mandates: German Research Foundation
On a strategic model of pollution control
G Ferrari, T Koch
Annals of Operations Research 275, 297-319, 2019
Mandates: German Research Foundation
On the optimal management of public debt: A singular stochastic control problem
G Ferrari
SIAM Journal on Control and Optimization 56 (3), 2036-2073, 2018
Mandates: German Research Foundation
Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investments under Limited Resources
MB Chiarolla, G Ferrari, F Riedel
SIAM Journal on Control and Optimization 51 (5), 3863-3885, 2013
Mandates: German Research Foundation
Nonzero-sum submodular monotone-follower games: existence and approximation of Nash equilibria
J Dianetti, G Ferrari
SIAM Journal on Control and Optimization 58 (3), 1257-1288, 2020
Mandates: German Research Foundation
An optimal extraction problem with price impact
G Ferrari, T Koch
Applied Mathematics & Optimization 83 (3), 1951-1990, 2021
Mandates: German Research Foundation
Continuous-time public good contribution under uncertainty: a stochastic control approach
G Ferrari, F Riedel, JH Steg
Applied Mathematics & Optimization 75, 429-470, 2017
Mandates: German Research Foundation
Optimal reduction of public debt under partial observation of the economic growth
G Callegaro, C Ceci, G Ferrari
Finance and Stochastics 24, 1083-1132, 2020
Mandates: German Research Foundation, Government of Italy
An optimal dividend problem with capital injections over a finite horizon
G Ferrari, P Schuhmann
SIAM Journal on Control and Optimization 57 (4), 2686-2719, 2019
Mandates: German Research Foundation
Optimal Control of Debt-to-GDP Ratio in an -State Regime Switching Economy
G Ferrari, N Rodosthenous
SIAM Journal on Control and Optimization 58 (2), 755-786, 2020
Mandates: German Research Foundation, UK Engineering and Physical Sciences Research …
A singular stochastic control problem with interconnected dynamics
S Federico, G Ferrari, P Schuhmann
SIAM Journal on Control and Optimization 58 (5), 2821-2853, 2020
Mandates: German Research Foundation
On a class of singular stochastic control problems for reflected diffusions
G Ferrari
Journal of Mathematical Analysis and Applications 473 (2), 952-979, 2019
Mandates: German Research Foundation
Irreversible investment under Lévy uncertainty: an equation for the optimal boundary
G Ferrari, P Salminen
Advances in Applied Probability 48 (1), 298-314, 2016
Mandates: German Research Foundation
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