검색결과 : 40건
| No. | Article |
|---|---|
| 1 |
Singular Control of the Drift of a Brownian System Federico S, Ferrari G, Schuhmann P Applied Mathematics and Optimization, 84(SUPPL 1), S561, 2021 |
| 2 |
OPTIMAL CONTROL OF DEBT-TO-GDP RATIO IN AN N-STATE REGIME SWITCHING ECONOMY Ferrari G, Rodosthenous N SIAM Journal on Control and Optimization, 58(2), 755, 2020 |
| 3 |
A SINGULAR STOCHASTIC CONTROL PROBLEM WITH INTERCONNECTED DYNAMICS Federico S, Ferrari G, Schuhmann P SIAM Journal on Control and Optimization, 58(5), 2821, 2020 |
| 4 |
HJB EQUATIONS WITH GRADIENT CONSTRAINT ASSOCIATED WITH CONTROLLED JUMP-DIFFUSION PROCESSES Kelbert M, Moreno-Franco HA SIAM Journal on Control and Optimization, 57(3), 2185, 2019 |
| 5 |
AN OPTIMAL DIVIDEND PROBLEM WITH CAPITAL INJECTIONS OVER A FINITE HORIZON Ferrari G, Schuhmann P SIAM Journal on Control and Optimization, 57(4), 2686, 2019 |
| 6 |
ON THE OPTIMAL MANAGEMENT OF PUBLIC DEBT: A SINGULAR STOCHASTIC CONTROL PROBLEM Ferrari G SIAM Journal on Control and Optimization, 56(3), 2036, 2018 |
| 7 |
CONVERGENCE OF FINITE ELEMENT METHODS FOR SINGULAR STOCHASTIC CONTROL Vieten MG, Stockbridge RH SIAM Journal on Control and Optimization, 56(6), 4336, 2018 |
| 8 |
Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control Approach Ferrari G, Riedel F, Steg JH Applied Mathematics and Optimization, 75(3), 429, 2017 |
| 9 |
Irreversible Capital Accumulation with Economic Impact Al Motairi H, Zervos M Applied Mathematics and Optimization, 75(3), 525, 2017 |
| 10 |
EXPECTED SUPREMUM REPRESENTATION OF THE VALUE OF A SINGULAR STOCHASTIC CONTROL PROBLEM Alvarez LHR, Matomaki P SIAM Journal on Control and Optimization, 55(6), 3908, 2017 |