FEDERICO, SALVATORE

FEDERICO, SALVATORE  

Dipartimento di Economia, Management e Metodi Quantitativi  

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Titolo Data di pubblicazione Autori Tipo File Abstract
A Pension Fund Model in the Accumulation Phase: a Stochastic Control Approach 1-gen-2008 S. Federico Book Part (author) -
A stochastic control problem with delay arising in a pension fund model 1-gen-2011 S. Federico Article (author) -
Characterization of the optimal boundaries in reversible investment problems 1-gen-2014 S. Federico + Article (author) -
COVID-19 and kidney transplantation: an Italian Survey and Consensus 1-gen-2020 Ferraresso M.Valenza F.Sandrini S.Minetti E.Ambrosini A.Caputo F.Federico S.Citterio F.Pisani F.Cappelli G.Secchi A. + Article (author) -
Dynamic programming for optimal control problems with delays in the control variable 1-gen-2014 S. Federico + Article (author) -
Explicit investment rules with time-to-build and uncertainty 1-feb-2015 S. Federico + Article (author) -
Finite-dimensional representations for controlled diffusions with delay 1-gen-2014 S. Federico + Article (author) -
HJB equations for the optimal control of differential equations with delays and state constraints, I : regularity of viscosity solutions 1-gen-2010 FEDERICO, SALVATORE + Article (author) -
HJB equations for the optimal control of differential equations with delays and state constraints, II : verification and optimal feedbacks 1-gen-2011 S. Federico + Article (author) -
Income drawdown option with minimum guarantee 1-gen-2014 S. Federico + Article (author) -
On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term 1-gen-2014 S. Federico + Article (author) -
Optimal stopping of stochastic differential equations with delay driven by Levy Noise 1-gen-2011 S. Federico + Article (author) -
Pension funds with a minimum guarantee : a stochastic control approach 1-gen-2011 S. Federico + Article (author) -
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation 1-apr-2015 S. Federico + Article (author) -
Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset 1-gen-2014 S. Federico + Article (author) -