Taming the spread of an epidemics by lockdown policies S Federico, G Ferrari Journal of Mathematical Economics 93 (102453), 2021 | 49 | 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 | 38 | 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 | 34 | 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 | 33 | 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 | 30 | 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 | 29 | 2015 |
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 | 24 | 2021 |
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 |
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 |
An optimal extraction problem with price impact G Ferrari, T Koch Applied Mathematics & Optimization 83 (3), 1951-1990, 2021 | 19 | 2021 |
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 |
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 | 17 | 2020 |
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 | 14 | 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 |
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 |