Taming the spread of an epidemics by lockdown policies S Federico, G Ferrari
Journal of Mathematical Economics 93 (102453), 2021
47 2021 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
41 2016 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
37 2015 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
35 2015 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
33 2014 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
32 2014 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
29 2017 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
28 2015 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
23 2018 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
23 2013 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
22 2021 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
22 2020 On a strategic model of pollution control G Ferrari, T Koch
Annals of Operations Research 275, 297-319, 2019
22 2019 A solvable two-dimensional degenerate singular stochastic control problem with non convex costs T De Angelis, G Ferrari, J Moriarty
Mathematics of Operations Research 44 (2), 512-531, 2014
19 * 2014 An optimal extraction problem with price impact G Ferrari, T Koch
Applied Mathematics & Optimization 83 (3), 1951-1990, 2021
18 2021 Continuous-time public good contribution under uncertainty: a stochastic control approach G Ferrari, F Riedel, JH Steg
Applied Mathematics & Optimization 75, 429-470, 2017
18 2017 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
15 2020 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
14 2019 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
13 2020 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
12 2020