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Salvatore Federico
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2020 – today
- 2024
- [j18]Filippo De Feo, Salvatore Federico, Andrzej Swiech:
Optimal Control of Stochastic Delay Differential Equations and Applications to Path-Dependent Financial and Economic Models. SIAM J. Control. Optim. 62(3): 1490-1520 (2024) - 2023
- [j17]Salvatore Federico, Giorgio Ferrari, Neofytos Rodosthenous:
Two-Sided Singular Control of an Inventory with Unknown Demand Trend. SIAM J. Control. Optim. 61(5): 3076-3101 (2023) - 2022
- [j16]Raouf Boucekkine, Giorgio Fabbri, Salvatore Federico, Fausto Gozzi:
A dynamic theory of spatial externalities. Games Econ. Behav. 132: 133-165 (2022) - 2021
- [j15]Raouf Boucekkine, Giorgio Fabbri, Salvatore Federico, Fausto Gozzi:
From firm to global-level pollution control: The case of transboundary pollution. Eur. J. Oper. Res. 290(1): 331-345 (2021) - [j14]Salvatore Federico, Giorgio Ferrari, Frank Riedel, Michael Röckner:
On a Class of Infinite-Dimensional Singular Stochastic Control Problems. SIAM J. Control. Optim. 59(2): 1680-1704 (2021) - [j13]Alessandro Calvia, Salvatore Federico, Fausto Gozzi:
State Constrained Control Problems in Banach Lattices and Applications. SIAM J. Control. Optim. 59(6): 4481-4510 (2021) - 2020
- [j12]Salvatore Federico, Giorgio Ferrari, Patrick Schuhmann:
A Singular Stochastic Control Problem with Interconnected Dynamics. SIAM J. Control. Optim. 58(5): 2821-2853 (2020)
2010 – 2019
- 2019
- [j11]Salvatore Di Stefano, Melania Carfagna, Markus M. Knodel, Kotaybah Hashlamoun, Salvatore Federico, Alfio Grillo:
Anelastic reorganisation of fibre-reinforced biological tissues. Comput. Vis. Sci. 20(3-6): 95-109 (2019) - 2017
- [j10]Tiziano De Angelis, Salvatore Federico, Giorgio Ferrari:
Optimal Boundary Surface for Irreversible Investment with Stochastic Costs. Math. Oper. Res. 42(4): 1135-1161 (2017) - 2015
- [j9]Salvatore Federico, Paul Gassiat, Fausto Gozzi:
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation. Finance Stochastics 19(2): 415-448 (2015) - 2014
- [j8]Marina Di Giacinto, Salvatore Federico, Fausto Gozzi, Elena Vigna:
Income drawdown option with minimum guarantee. Eur. J. Oper. Res. 234(3): 610-624 (2014) - [j7]Salvatore Federico, Paul Gassiat:
Viscosity Characterization of the Value Function of an Investment-Consumption Problem in Presence of an Illiquid Asset. J. Optim. Theory Appl. 160(3): 966-991 (2014) - [j6]Salvatore Federico, Elisa Tacconi:
Dynamic Programming for Optimal Control Problems with Delays in the Control Variable. SIAM J. Control. Optim. 52(2): 1203-1236 (2014) - [j5]Salvatore Federico, Huyên Pham:
Characterization of the Optimal Boundaries in Reversible Investment Problems. SIAM J. Control. Optim. 52(4): 2180-2223 (2014) - 2011
- [j4]Marina Di Giacinto, Salvatore Federico, Fausto Gozzi:
Pension funds with a minimum guarantee: a stochastic control approach. Finance Stochastics 15(2): 297-342 (2011) - [j3]Salvatore Federico:
A stochastic control problem with delay arising in a pension fund model. Finance Stochastics 15(3): 421-459 (2011) - [j2]Salvatore Federico, Ben Goldys, Fausto Gozzi:
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks. SIAM J. Control. Optim. 49(6): 2378-2414 (2011) - 2010
- [j1]Salvatore Federico, Ben Goldys, Fausto Gozzi:
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions. SIAM J. Control. Optim. 48(8): 4910-4937 (2010)
Coauthor Index
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