FEDERICO, SALVATORE
FEDERICO, SALVATORE
Dipartimento di Economia Politica e Statistica
A stochastic control problem with delay arising in a pension fund model
2011-01-01 Federico, Salvatore
C0-sequentially equicontinuous semigroups
2020-01-01 Federico, Salvatore; Rosestolato, Mauro
Characterization of the optimal boundaries in reversible investment problems
2014-01-01 Federico, Salvatore; Pham, H.
Dynamic programming for optimal control problems with delays in the control variable
2014-01-01 Federico, Salvatore; Tacconi, E.
Explicit investment rules with time-to-build and uncertainty
2015-01-01 René, Aïd; Federico, Salvatore; Pham, Huyên; Villeneuve, Bertrand
Finite-Dimensional Representations for Controlled Diffusions with Delay
2014-01-01 Federico, Salvatore; Tankov, P.
Generically distributed investments on flexible projects and endogenous growth
2017-01-01 Bambi, M; Di Girolami, C; Federico, Salvatore; Gozzi, F.
Geographic environmental Kuznets curves: the optimal growth linear-quadratic case
2019-01-01 Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto
Growth and agglomeration in the heterogeneous space: a generalized AK approach
2019-01-01 Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto
HJB equations for the optimal control of differential equations with delays and state constraints, I: Regularity of viscosity solutions
2010-01-01 Federico, Salvatore; Goldys, B; Gozzi, F.
HJB equations for the optimal control of differential equations with delays and state constraints, ii: Verification and optimal feedbacks
2011-01-01 Federico, Salvatore; Goldys, B; Gozzi, F.
Impact of time illiquidity in a mixed market without full observation
2017-01-01 Federico, Salvatore; Gassiat, P.; Gozzi, F.
Income drawdown option with minimum guarantee
2014-01-01 Di Giacinto, M.; Federico, Salvatore; Gozzi, F.; Vigna, E.
Irreversible investment with fixed adjustment costs: a stochastic impulse control approach
2019-01-01 Federico, Salvatore; Rosestolato, Mauro; Tacconi, Elisa
Mild solutions of semilinear elliptic equations in Hilbert spaces
2017-01-01 Federico, Salvatore; Gozzi, Fausto
Optimal Boundary Surface for Irreversible Investment with Stochastic Costs
2017-01-01 De Angelis, Tiziano; Federico, Salvatore; Ferrari, Giorgio
Optimal Stopping of Stochastic Differential Equations with Delay Driven by Lévy Noise
2011-01-01 Federico, Salvatore; Øksendal, B.
Path-dependent equations and viscosity solutions in infinite dimension
2018-01-01 Cosso, Andrea; Federico, Salvatore; Gozzi, Fausto; Rosestolato, Mauro; Touzi, Nizar
Pension funds with a minimum guarantee: A stochastic control approach
2011-01-01 Di Giacinto, M.; Federico, Salvatore; Gozzi, F.
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation
2015-01-01 Federico, Salvatore; Gassiat, P.; Gozzi, F.