Sfoglia per Autore  

Opzioni
Mostrati risultati da 1 a 20 di 22
Titolo Data di pubblicazione Autore(i) File Abstract
C0-sequentially equicontinuous semigroups 1-gen-2020 Federico, Salvatore; Rosestolato, Mauro -
Geographic environmental Kuznets curves: the optimal growth linear-quadratic case 1-gen-2019 Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto -
Irreversible investment with fixed adjustment costs: a stochastic impulse control approach 1-gen-2019 Federico, Salvatore; Rosestolato, Mauro; Tacconi, Elisa -
Growth and agglomeration in the heterogeneous space: a generalized AK approach 1-gen-2019 Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto -
Path-dependent equations and viscosity solutions in infinite dimension 1-gen-2018 Cosso, Andrea; Federico, Salvatore; Gozzi, Fausto; Rosestolato, Mauro; Touzi, Nizar -
Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula 1-gen-2018 Federico, Salvatore; Gozzi, Fausto -
Impact of time illiquidity in a mixed market without full observation 1-gen-2017 Federico, Salvatore; Gassiat, P.; Gozzi, F. -
Mild solutions of semilinear elliptic equations in Hilbert spaces 1-gen-2017 Federico, Salvatore; Gozzi, Fausto -
Generically distributed investments on flexible projects and endogenous growth 1-gen-2017 Bambi, M; Di Girolami, C; Federico, Salvatore; Gozzi, F. -
Optimal Boundary Surface for Irreversible Investment with Stochastic Costs 1-gen-2017 De Angelis, Tiziano; Federico, Salvatore; Ferrari, Giorgio -
Explicit investment rules with time-to-build and uncertainty 1-gen-2015 René, Aïd; Federico, Salvatore; Pham, Huyên; Villeneuve, Bertrand -
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation 1-gen-2015 Federico, Salvatore; Gassiat, P.; Gozzi, F. -
Characterization of the optimal boundaries in reversible investment problems 1-gen-2014 Federico, Salvatore; Pham, H. -
Finite-Dimensional Representations for Controlled Diffusions with Delay 1-gen-2014 Federico, Salvatore; Tankov, P. -
Dynamic programming for optimal control problems with delays in the control variable 1-gen-2014 Federico, Salvatore; Tacconi, E. -
Income drawdown option with minimum guarantee 1-gen-2014 Di Giacinto, M.; Federico, Salvatore; Gozzi, F.; Vigna, E. -
Viscosity Characterization of the Value Function of an Investment-Consumption Problem in Presence of an Illiquid Asset 1-gen-2014 Federico, Salvatore; Gassiat, P. -
Pension funds with a minimum guarantee: A stochastic control approach 1-gen-2011 Di Giacinto, M.; Federico, Salvatore; Gozzi, F. -
A stochastic control problem with delay arising in a pension fund model 1-gen-2011 Federico, Salvatore -
HJB equations for the optimal control of differential equations with delays and state constraints, ii: Verification and optimal feedbacks 1-gen-2011 Federico, Salvatore; Goldys, B; Gozzi, F. -
Mostrati risultati da 1 a 20 di 22
Legenda icone

  •  file ad accesso aperto
  •  file disponibili sulla rete interna
  •  file disponibili agli utenti autorizzati
  •  file disponibili solo agli amministratori
  •  file sotto embargo
  •  nessun file disponibile