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Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold
Chiarolla, Maria B.; Haussmann, Ulrich G. - In: Mathematics of operations research 30 (2005) 1, pp. 91-108
Persistent link: https://www.econbiz.de/10006417426
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Stationary discounted and ergodic mean field games with singular controls
Cao, Haoyang; Dianetti, Jodi; Ferrari, Giorgio - In: Mathematics of operations research 48 (2023) 4, pp. 1871-1898
Persistent link: https://www.econbiz.de/10014437738
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Optimal boundary surface for irreversible investment with stochastic costs
De Angelis, Tiziano; Federico, Salvatore; Ferrari, Giorgio - In: Mathematics of operations research 42 (2017) 4, pp. 1135-1161
Persistent link: https://www.econbiz.de/10011773311
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A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs
De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John - In: Mathematics of operations research 44 (2019) 2, pp. 512-531
Persistent link: https://www.econbiz.de/10012028632
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A unifying framework for submodular mean field games
Dianetti, Jodi; Ferrari, Giorgio; Fischer, Markus; … - In: Mathematics of operations research 48 (2023) 3, pp. 1679-1710
Persistent link: https://www.econbiz.de/10014329354