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Mostrati risultati da 1 a 20 di 33
Titolo Data di pubblicazione Autore(i) File
A pension fund in the accumulation phase: a stochastic control approach 1-gen-2008 Federico, Salvatore
HJB equations for the optimal control of differential equations with delays and state constraints, I: Regularity of viscosity solutions 1-gen-2010 Federico, S.; Goldys, B.; Gozzi, F.
HJB equations for the optimal control of differential equations with delays and state constraints, ii: Verification and optimal feedbacks 1-gen-2011 Federico, S.; Goldys, B.; Gozzi, F.
Pension funds with a minimum guarantee: A stochastic control approach 1-gen-2011 Di Giacinto, M.; Federico, S.; Gozzi, F.
Optimal Stopping of Stochastic Differential Equations with Delay Driven by Lévy Noise 1-gen-2011 Federico, S.; Oksendal, B. K.
A stochastic control problem with delay arising in a pension fund model 1-gen-2011 Federico, S.
Income drawdown option with minimum guarantee 1-gen-2014 Di Giacinto, M.; Federico, S.; Gozzi, F.; Vigna, E.
Dynamic programming for optimal control problems with delays in the control variable 1-gen-2014 Federico, S.; Tacconi, E.
Viscosity Characterization of the Value Function of an Investment-Consumption Problem in Presence of an Illiquid Asset 1-gen-2014 Federico, S.; Gassiat, P.
Characterization of the optimal boundaries in reversible investment problems 1-gen-2014 Federico, S.; Pham, H.
Finite-Dimensional Representations for Controlled Diffusions with Delay 1-gen-2014 Federico, S.; Tankov, P.
On the Infinite-Dimensional Representation of Stochastic Controlled Systems with Delayed Control in the Diffusion Term 1-gen-2014 Fabbri, Giorgio; Federico, Salvatore
Explicit investment rules with time-to-build and uncertainty 1-gen-2015 Aid, R.; Federico, S.; Pham, H.; Villeneuve, B.
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation 1-gen-2015 Federico, S.; Gassiat, P.; Gozzi, F.
Optimal boundary surface for irreversible investment with stochastic costs 1-gen-2017 De Angelis, T.; Federico, S.; Ferrari, G.
Generically distributed investments on flexible projects and endogenous growth 1-gen-2017 Bambi, M.; Di Girolami, C.; Federico, S.; Gozzi, F.
Mild solutions of semilinear elliptic equations in Hilbert spaces 1-gen-2017 Federico, S.; Gozzi, F.
IMPACT OF TIME ILLIQUIDITY IN A MIXED MARKET WITHOUT FULL OBSERVATION 1-gen-2017 Federico, S.; Gassiat, P.; Gozzi, F.
Verification theorems for stochastic optimal control problems in hilbert spaces by means of a generalized dynkin formula 1-gen-2018 Federico, S.; Gozzi, F.
Path-dependent equations and viscosity solutions in infinite dimension 1-gen-2018 Cosso, A.; Federico, S.; Gozzi, F.; Rosestolato, M.; Touzi, N.
Mostrati risultati da 1 a 20 di 33
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