13
H index
17
i10 index
456
Citations
Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS) | 13 H index 17 i10 index 456 Citations RESEARCH PRODUCTION: 31 Articles 54 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Fausto Gozzi. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Mathematical Economics | 4 |
Finance and Stochastics | 3 |
Stochastic Processes and their Applications | 3 |
Economic Theory | 3 |
Mathematical Population Studies | 2 |
Journal of Optimization Theory and Applications | 2 |
Journal of Economic Theory | 2 |
Year | Title of citing document |
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2020 | A dynamic theory of spatial externalities. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: AMSE Working Papers. RePEc:aim:wpaimx:2018. Full description at Econpapers || Download paper |
2020 | Optimal investment-consumption problem post-retirement with a minimum guarantee. (2018). Dadashi, Hassan. In: Papers. RePEc:arx:papers:1803.00611. Full description at Econpapers || Download paper |
2020 | Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint. (2019). Xia, Xiaonyu ; Horst, Ulrich. In: Papers. RePEc:arx:papers:1809.01972. Full description at Econpapers || Download paper |
2021 | Optimal Tracking Portfolio with A Ratcheting Capital Benchmark. (2020). Liao, Huafu ; Bo, Lijun ; Yu, Xiang. In: Papers. RePEc:arx:papers:2006.13661. Full description at Econpapers || Download paper |
2020 | Verification Results for Age-Structured Models of Economic-Epidemics Dynamics. (2020). Fabbri, Giorgio ; Zanco, Giovanni ; Gozzi, Fausto. In: Papers. RePEc:arx:papers:2008.07335. Full description at Econpapers || Download paper |
2020 | Infinite horizon utility maximisation from inter-temporal wealth. (2020). Monoyios, Michael. In: Papers. RePEc:arx:papers:2009.00972. Full description at Econpapers || Download paper |
2021 | Recurrent Neural Networks for Stochastic Control Problems with Delay. (2021). Hu, Ruimeng ; Han, Jiequn. In: Papers. RePEc:arx:papers:2101.01385. Full description at Econpapers || Download paper |
2021 | A $C^{0,1}$-functional It\^os formula and its applications in mathematical finance. (2021). Tan, Xiaolu ; Loeper, Gr'Egoire ; Bouchard, Bruno. In: Papers. RePEc:arx:papers:2101.03759. Full description at Econpapers || Download paper |
2021 | Optimal investment in illiquid market with search frictions and transaction costs. (2021). Choi, Jin Hyuk ; Gang, Tae Ung. In: Papers. RePEc:arx:papers:2101.09936. Full description at Econpapers || Download paper |
2021 | Linear-quadratic stochastic delayed control and deep learning resolution. (2021). Miller, Enzo ; Lefebvre, William. In: Papers. RePEc:arx:papers:2102.09851. Full description at Econpapers || Download paper |
2021 | Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem. (2021). Udeani, Cyril Izuchukwu ; Sevcovic, Daniel. In: Papers. RePEc:arx:papers:2104.06115. Full description at Econpapers || Download paper |
2021 | Policy with stochastic hysteresis. (2021). Riabov, Georgii ; Tsyvinski, Aleh. In: Papers. RePEc:arx:papers:2104.10225. Full description at Econpapers || Download paper |
2022 | Habits and demand changes after COVID-19. (2021). Leocata, Marta ; Gozzi, Fausto ; Ghilli, Daria ; Bambi, Mauro. In: Papers. RePEc:arx:papers:2107.00909. Full description at Econpapers || Download paper |
2021 | Optimal bidding strategies for digital advertising. (2021). Pham, Huyen ; M'ed'eric Motte, . In: Papers. RePEc:arx:papers:2111.08311. Full description at Econpapers || Download paper |
2021 | A dynamic theory of spatial externalities. (2021). Fabbri, Giorgio ; Boucekkine, Raouf ; Federico, Salvatore ; Gozzi, Fausto. In: Papers. RePEc:arx:papers:2112.10584. Full description at Econpapers || Download paper |
2020 | Spatial Environmental and Resource Economics. (2020). Xepapadeas, Anastasios ; Brock, William. In: DEOS Working Papers. RePEc:aue:wpaper:2002. Full description at Econpapers || Download paper |
2020 | Spatial Growth Theory: Optimality and Spatial Heterogeneity. (2020). Yannacopoulos, Athanasios ; Xepapadeas, Anastasios. In: DEOS Working Papers. RePEc:aue:wpaper:2033. Full description at Econpapers || Download paper |
2022 | Optimal Control Approaches to Sustainability under Uncertainty. (2022). Yannacopoulos, Athanasios ; Papayiannis, Georgios I ; Koundouri, Phoebe. In: DEOS Working Papers. RePEc:aue:wpaper:2215. Full description at Econpapers || Download paper |
2021 | Duality for optimal consumption with randomly terminating income. (2021). Zheng, Harry ; Monoyios, Michael ; Davey, Ashley. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:4:p:1275-1314. Full description at Econpapers || Download paper |
2020 | Prevention and Mitigation of Epidemics: Biodiversity Conservation and Confinement Policies. (2020). Fabbri, Giorgio ; Augeraud-Véron, Emmanuelle ; Schubert, Katheline ; Augeraud-Veron, Emmanuelle. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8506. Full description at Econpapers || Download paper |
2020 | A Dynamic Theory Of Spatial Externalities. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2020017. Full description at Econpapers || Download paper |
2020 | Prevention And Mitigation Of Epidemics: Biodiversity Conservation And Confinement Policies. (2020). Fabbri, Giorgio ; Schubert, Katheline ; Augeraud-Veron, Emmanuelle. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2020026. Full description at Econpapers || Download paper |
2021 | Verification Results For Age-Structured Models Of Economic-Epidemics Dynamics. (2021). Fabbri, Giorgio ; Zanco, Giovanni ; Gozzi, Fausto. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021004. Full description at Econpapers || Download paper |
2021 | A Dynamic Theory Of Spatial Externalities. (2021). Fabbri, Giorgio ; Boucekkine, Raouf ; Federico, Salvatore ; Gozzi, Fausto. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021028. Full description at Econpapers || Download paper |
2020 | Policy effectiveness in spatial resource wars: A two-region model. (2020). Freni, Giuseppe ; Fabbri, Giorgio ; Faggian, Silvia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302131. Full description at Econpapers || Download paper |
2021 | Optimal stock–enhancement of a spatially distributed renewable resource. (2021). Blasius, Bernd ; Hammann, Liv ; Uecker, Hannes ; Upmann, Thorsten. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s0165188920302281. Full description at Econpapers || Download paper |
2021 | From firm to global-level pollution control: The case of transboundary pollution. (2021). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:331-345. Full description at Econpapers || Download paper |
2022 | Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty. (2022). Yannacopoulos, A N ; Weber, G.-W., ; Szczepaski, M ; Kolodziejczyk, K ; Dopierala, L ; Baltas, I. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:3:p:1162-1174. Full description at Econpapers || Download paper |
2021 | Observation delays in teams and effort cycles. (2021). Ménager, Lucie ; Menager, Lucie ; Marlats, Chantal ; Gordon, Sidartha. In: Games and Economic Behavior. RePEc:eee:gamebe:v:130:y:2021:i:c:p:276-298. Full description at Econpapers || Download paper |
2021 | Fourier based methods for the management of complex life insurance products. (2021). Ballotta, Laura ; Zeineddine, Raghid ; Schmidt, Thorsten ; Eberlein, Ernst. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:320-341. Full description at Econpapers || Download paper |
2020 | Optimal investment–consumption problem: Post-retirement with minimum guarantee. (2020). Dadashi, Hassan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:160-181. Full description at Econpapers || Download paper |
2020 | Internal habits formation and optimality. (2020). Gozzi, Fausto ; Bambi, Mauro. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:91:y:2020:i:c:p:165-172. Full description at Econpapers || Download paper |
2021 | Verification results for age-structured models of economic–epidemics dynamics. (2021). Fabbri, Giorgio ; Zanco, Giovanni ; Gozzi, Fausto. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:93:y:2021:i:c:s0304406820301324. Full description at Econpapers || Download paper |
2021 | Prevention and mitigation of epidemics: Biodiversity conservation and confinement policies. (2021). Fabbri, Giorgio ; Schubert, Katheline ; Augeraud-Veron, Emmanuelle. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:93:y:2021:i:c:s0304406821000227. Full description at Econpapers || Download paper |
2021 | On the closed-form solution of an endogenous growth model with anticipated consumption. (2021). Gómez, Manuel ; Gomez, Manuel A. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:95:y:2021:i:c:s030440682100001x. Full description at Econpapers || Download paper |
2021 | Transboundary pollution externalities: Think globally, act locally?. (2021). Marsiglio, Simone ; Liuzzi, Danilo ; la Torre, Davide. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:96:y:2021:i:c:s0304406821000616. Full description at Econpapers || Download paper |
2021 | Optimal investment with vintage capital: Equilibrium distributions. (2021). Kort, Peter ; Faggian, Silvia ; Gozzi, Fausto. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:96:y:2021:i:c:s0304406821000793. Full description at Econpapers || Download paper |
2022 | Managing spatial linkages and geographic heterogeneity in dynamic models with transboundary pollution. (2022). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:98:y:2022:i:c:s0304406821001403. Full description at Econpapers || Download paper |
2020 | Forward and backward stochastic differential equations with normal constraints in law. (2020). Cardaliaguet, Pierre ; Briand, Philippe ; Hu, Ying ; de Raynal, Paul-Eric Chaudru. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:12:p:7021-7097. Full description at Econpapers || Download paper |
2020 | Forward–backward SDEs with distributional coefficients. (2020). Jing, Shuai ; Issoglio, Elena. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:1:p:47-78. Full description at Econpapers || Download paper |
2021 | Semilinear Kolmogorov equations on the space of continuous functions via BSDEs. (2021). Zanco, Giovanni ; Tessitore, Gianmario ; Orrieri, Carlo ; Masiero, Federica. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:136:y:2021:i:c:p:1-56. Full description at Econpapers || Download paper |
2022 | Optimal portfolio choice with path dependent benchmarked labor income: A mean field model. (2022). Zanella, Margherita ; Zanco, Giovanni ; Gozzi, Fausto ; Djehiche, Boualem. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:145:y:2022:i:c:p:48-85. Full description at Econpapers || Download paper |
2021 | Psychological Needs, Physiological Needs and Regional Comparison Effects. (2021). Han, Jiru ; Wu, Xuepin. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:16:p:9464-:d:620007. Full description at Econpapers || Download paper |
2020 | Control theory in infinite dimension for the optimal location of economic activity: The role of social welfare function. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, F ; Federico, S. In: Working Papers. RePEc:gbl:wpaper:2020-02. Full description at Econpapers || Download paper |
2020 | From firm to global-level pollution control: The case of transboundary pollution. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, F ; Federico, S. In: Working Papers. RePEc:gbl:wpaper:2020-08. Full description at Econpapers || Download paper |
2020 | Prevention and mitigation of epidemics:Biodiversity conservation and confinement policies. (2020). Fabbri, Giorgio ; Augeraud-Veron, E ; Schubert, K. In: Working Papers. RePEc:gbl:wpaper:2020-11. Full description at Econpapers || Download paper |
2021 | A dynamic theory of spatial externalities. (2021). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, F ; Federico, S. In: Working Papers. RePEc:gbl:wpaper:2021-04. Full description at Econpapers || Download paper |
2020 | Intergenerational equity under catastrophic climate change. (2017). Zuber, Stéphane ; Méjean, Aurélie ; Fleurbaey, Marc ; Pottier, Antonin ; Mejean, Aurelie. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01599453. Full description at Econpapers || Download paper |
2021 | Universal social welfare orderings and risk. (2021). Zuber, Stephane ; Fleurbaey, Marc. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-03289160. Full description at Econpapers || Download paper |
2021 | From firm to global-level pollution control: The case of transboundary pollution. (2021). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Post-Print. RePEc:hal:journl:hal-02949275. Full description at Econpapers || Download paper |
2021 | From firm to global-level pollution control: the case of transboundary pollution. (2021). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Post-Print. RePEc:hal:journl:hal-03467909. Full description at Econpapers || Download paper |
2020 | Intergenerational equity under catastrophic climate change. (2017). Pottier, Antonin ; Fleurbaey, Marc ; Zuber, Stephane ; Mejean, Aurelie. In: Post-Print. RePEc:hal:journl:halshs-01599453. Full description at Econpapers || Download paper |
2021 | Prevention and Mitigation of Epidemics: Biodiversity Conservation and Confinement Policies. (2021). Fabbri, Giorgio ; Schubert, Katheline ; Augeraud-Veron, Emmanuelle. In: Post-Print. RePEc:hal:journl:halshs-03038974. Full description at Econpapers || Download paper |
2021 | Universal social welfare orderings and risk. (2021). Zuber, Stephane ; Fleurbaey, Marc. In: Post-Print. RePEc:hal:journl:halshs-03289160. Full description at Econpapers || Download paper |
2020 | On Investment and Cycles in Explicitely Solved Vintage Capital Models. (2020). Drugeon, Jean-Pierre ; d'Albis, Hippolyte. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02570648. Full description at Econpapers || Download paper |
2021 | Soil pollution diffusion in a spatial agricultural economy. (2020). Cornet, Alexandre ; Camacho, Carmen. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02652191. Full description at Econpapers || Download paper |
2020 | Control theory in infinite dimension for the optimal location of economic activity: The role of social welfare function. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Working Papers. RePEc:hal:wpaper:hal-02548170. Full description at Econpapers || Download paper |
2020 | From firm to global-level pollution control: The case of transboundary pollution. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Working Papers. RePEc:hal:wpaper:hal-02949275. Full description at Econpapers || Download paper |
2020 | Prevention and mitigation of epidemics:Biodiversity conservation and confinement policies. (2020). Fabbri, Giorgio ; Schubert, Katheline ; Augeraud-Veron, Emmanuelle. In: Working Papers. RePEc:hal:wpaper:hal-03019636. Full description at Econpapers || Download paper |
2021 | A C^{0,1}-functional Itôs formula and its applications in mathematical finance. (2021). Tan, Xiaolu ; Bouchard, Bruno ; Loeper, Gregoire. In: Working Papers. RePEc:hal:wpaper:hal-03105342. Full description at Econpapers || Download paper |
2021 | Linear-quadratic stochastic delayed control and deep learning resolution. (2021). Miller, Enzo ; Lefebvre, William. In: Working Papers. RePEc:hal:wpaper:hal-03145949. Full description at Econpapers || Download paper |
2021 | Optimal bidding strategies for digital advertising. (2021). Pham, Huyen ; Motte, Mederic. In: Working Papers. RePEc:hal:wpaper:hal-03429785. Full description at Econpapers || Download paper |
2020 | On Investment and Cycles in Explicitely Solved Vintage Capital Models. (2020). Drugeon, Jean-Pierre ; d'Albis, Hippolyte. In: Working Papers. RePEc:hal:wpaper:halshs-02570648. Full description at Econpapers || Download paper |
2020 | A dynamic theory of spatial externalities. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Working Papers. RePEc:hal:wpaper:halshs-02613177. Full description at Econpapers || Download paper |
2021 | Soil pollution diffusion in a spatial agricultural economy. (2020). Cornet, Alexandre ; Camacho, Carmen. In: Working Papers. RePEc:hal:wpaper:halshs-02652191. Full description at Econpapers || Download paper |
2020 | Prevention and Mitigation of Epidemics: Biodiversity Conservation and Confinement Policies. (2020). Augeraud-Veron, Emmanuelle ; Schubert, Katheline ; Fabbri, Giorgio. In: Working Papers. RePEc:hal:wpaper:halshs-03038974. Full description at Econpapers || Download paper |
2021 | Asset maintenance as hidden investment among the poor and rich: Application to housing. (). Trupkin, Danilo ; Hernandez, Manuel. In: Review of Economic Dynamics. RePEc:red:issued:18-226. Full description at Econpapers || Download paper |
2020 | Direct marketing of an event under hazards of customer saturation and forgetting. (2020). Venturi, Beatrice ; Herbon, Avi ; Kogan, Konstantin. In: Annals of Operations Research. RePEc:spr:annopr:v:295:y:2020:i:1:d:10.1007_s10479-020-03723-4. Full description at Econpapers || Download paper |
2020 | Catastrophic climate change, population ethics and intergenerational equity. (2020). Zuber, Stéphane ; Mejean, Aurelie ; Fleurbaey, Marc ; Pottier, Antonin. In: Climatic Change. RePEc:spr:climat:v:163:y:2020:i:2:d:10.1007_s10584-020-02899-9. Full description at Econpapers || Download paper |
2020 | A growth rate control problem of harmful species population and its application to algae bloom. (2020). Yaegashi, Yuta ; Yoshioka, Hidekazu. In: Environment Systems and Decisions. RePEc:spr:envsyd:v:40:y:2020:i:1:d:10.1007_s10669-019-09736-0. Full description at Econpapers || Download paper |
2020 | Quenched Mass Transport of Particles Toward a Target. (2020). Bouchard, Bruno ; Kharroubi, Idris ; Djehiche, Boualem. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:186:y:2020:i:2:d:10.1007_s10957-020-01704-y. Full description at Econpapers || Download paper |
2021 | Existence of the Optimum in Shallow Lake Type Models with Hysteresis Effect. (2021). Bartaloni, Francesco. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:190:y:2021:i:2:d:10.1007_s10957-021-01871-6. Full description at Econpapers || Download paper |
2021 | Linear-Quadratic Stochastic Delayed Control and Deep Learning Resolution. (2021). Miller, Enzo ; Lefebvre, William. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:191:y:2021:i:1:d:10.1007_s10957-021-01923-x. Full description at Econpapers || Download paper |
2020 | Optimal pricing on an age-specific inventory system for perishable items. (2020). Lu, Jing ; Tang, Wansheng ; Zhang, Jianxiong. In: Operational Research. RePEc:spr:operea:v:20:y:2020:i:2:d:10.1007_s12351-017-0366-x. Full description at Econpapers || Download paper |
2020 | From Firm to Global-Level Pollution Control: the Case of Transboundary Pollution. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Federico, Salvatore. In: Department of Economics University of Siena. RePEc:usi:wpaper:818. Full description at Econpapers || Download paper |
2021 | Generalized Cumulative Offer Processes. (2021). Zhang, Rong ; Yang, Zaifu. In: Discussion Papers. RePEc:yor:yorken:21/08. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2012 | Egalitarism under Population Change. The Role of Growth and Lifetime Span In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Egalitarism Under Population Change: the Role of Growth and Lifetime Span.(2012) In: DEGIT Conference Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2012 | Egalitarism under Population Change: The Role of Growth and Lifetime Span.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2018 | Geographic Environmental Kuznets Curves: The Optimal Growth Linear-Quadratic Case In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 4 |
2018 | Geographic environmental Kuznets curves: The optimal growth linear-quadratic case.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2019 | Geographic environmental Kuznets curves: the optimal growth linear-quadratic case.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2018 | Geographic environmental Kuznets curves: The optimal growth linear-quadratic case.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2018 | Geographic Environmental Kuznets Curves: The Optimal Growth Linear-Quadratic Case.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2019 | A spatiotemporal framework for the analytical study of optimal growth under transboundary pollution In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 6 |
2019 | A spatiotemporal framework for the analytical study of optimal growth under transboundary pollution.(2019) In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2019 | A spatiotemporal framework for the analytical study of optimal growth under transboundary pollution.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2020 | Optimal location of economic activity and population density: The role of the social welfare function In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Optimal location of economic activity and population density: The role of the social welfare function.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2012 | Investment/consumption problem in illiquid markets with regime-switching In: Papers. [Full Text][Citation analysis] | paper | 2 |
2011 | Investment/consumption problem in illiquid markets with regimes switching.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2015 | Impact of time illiquidity in a mixed market without full observation In: Papers. [Full Text][Citation analysis] | paper | 4 |
2017 | IMPACT OF TIME ILLIQUIDITY IN A MIXED MARKET WITHOUT FULL OBSERVATION.(2017) In: Mathematical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2015 | Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation In: Papers. [Full Text][Citation analysis] | paper | 8 |
2015 | Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation.(2015) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2020 | Optimal portfolio choice with path dependent labor income: the infinite horizon case In: Papers. [Full Text][Citation analysis] | paper | 2 |
2001 | On a Dynamic Non-Substitution Theorem and Other Issues in Burgstallers Property and Prices In: Metroeconomica. [Full Text][Citation analysis] | article | 1 |
2010 | Constrained portfolio choices in the decumulation phase of a pension plan In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 6 |
2012 | Income drawdown option with minimum guarantee In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 13 |
2014 | Income drawdown option with minimum guarantee.(2014) In: European Journal of Operational Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2010 | Maintenance and investment: complements or substitutes? A reappraisal In: LIDAM Reprints CORE. [Full Text][Citation analysis] | paper | 29 |
2009 | Maintenance and investment : Complements or Substitutes ? A Reappraisal.(2009) In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2010 | Maintenance and investment: Complements or substitutes? A reappraisal.(2010) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
2009 | Maintenance and investment: complements or substitutes? A reappraisal.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2010 | Maintenance and investment: Complements or substitutes? A reappraisal.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2012 | Mathematical Tools for Economic Dynamics: Dynamic Optimization In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Optimal policy and consumption smoothing effects in the time-to-build AK model In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] | paper | 25 |
2012 | Optimal policy and consumption smoothing effects in the time-to-build AK model.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2009 | Optimal policy and consumption smoothing effects in the time-to-build AK model.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2012 | Optimal policy and consumption smoothing effects in the time-to-build AK model.(2012) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
2011 | Life span and the problem of optimal population size In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] | paper | 0 |
2010 | Life span and the problem of optimal population size.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] | paper | 29 |
2018 | Growth and agglomeration in the heterogeneous space: A generalized AK approach.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2019 | Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2018 | Growth and agglomeration in the heterogeneous space: A generalized AK approach.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2017 | Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2019 | Growth and agglomeration in the heterogeneous space: a generalized AK approach.(2019) In: Journal of Economic Geography. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
2019 | Internal Habit Formation and Optimality In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2008 | Solving optimal growth models with vintage capital: The dynamic programming approach In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 57 |
2008 | Solving optimal growth models with vintage capital: The dynamic programming approach.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2014 | Endogenous growth and wave-like business fluctuations In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 11 |
2000 | Incentive compatibility constraints and dynamic programming in continuous time In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 0 |
2008 | Optimal strategies in linear multisector models: Value function and optimality conditions In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 2 |
2010 | Optimal investment models with vintage capital: Dynamic programming approach In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 15 |
2008 | Optimal investment models with vintage capital: Dynamic Programming approach.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2014 | Egalitarianism under population change: Age structure does matter In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 27 |
2014 | Egalitarianism under population change: age structure does matter.(2014) In: Documents de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2014 | Egalitarianism under population change: Age structure does matter.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
1998 | Investment in a vintage capital model In: Research in Economics. [Full Text][Citation analysis] | article | 24 |
2006 | Verification theorems for stochastic optimal control problems via a time dependent Fukushima-Dirichlet decomposition In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 9 |
2006 | Weak Dirichlet processes with a stochastic control perspective In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 11 |
2006 | Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: approach In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 3 |
2015 | Generically distributed investments on flexible projects and endogenous growth. In: Working Papers - Mathematical Economics. [Full Text][Citation analysis] | paper | 0 |
2017 | Generically distributed investments on flexible projects and endogenous growth.(2017) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2017 | Stochastic Optimal Control in Infinite Dimensions - Dynamic Programming and HJB Equations In: Post-Print. [Citation analysis] | paper | 23 |
2008 | Optimal consumption policies in illiquid markets In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2011 | Optimal consumption policies in illiquid markets.(2011) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2011 | Revisiting the optimal population size problem under endogenous growth: minimal utility level and finite lives In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | Revisiting the Optimal Population Size Problem under Endogenous Growth: Minimal Utility Level and Finite Life.(2011) In: Asia-Pacific Journal of Accounting & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2001 | Technology adoption and accumulation in a vintage-capital model In: Journal of Economics. [Full Text][Citation analysis] | article | 31 |
2004 | Existence of Optimal Strategies in linear Multisector Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
2006 | Existence of optimal strategies in linear multisector models.(2006) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
2009 | Existence of Optimal Strategies in Linear Multisector Models with several consumption goods In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2017 | Existence of optimal strategies in linear multisector models with several consumption goods.(2017) In: Decisions in Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2006 | On the Dynamic Programming approach to economic models governed by DDEs In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2007 | Verification theorem and construction of epsilon-optimal controls for control of abstract evolution equations In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2006 | Vintage Capital in the AK growth model: a Dynamic Programming approach. Extended version. In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
2002 | Finite element method for pricing European contingent claims on multiple assets. Part I: semigroup approach and regularity estimates In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
2002 | Finite element method for pricing European contingent claims on multiple assets. Part II: convergence and optimal error estimates. In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
Innovation and Capital Accumulation in a Vintage Capital Model: an Infinite Dimensional Control Approach In: Computing in Economics and Finance 1997. [Full Text][Citation analysis] | paper | 0 | |
1999 | Optimal advertising with a continuum of goods In: Annals of Operations Research. [Full Text][Citation analysis] | article | 12 |
2011 | Pension funds with a minimum guarantee: a stochastic control approach In: Finance and Stochastics. [Full Text][Citation analysis] | article | 29 |
2009 | On Controlled Linear Diffusions with Delay in a Model of Optimal Advertising under Uncertainty with Memory Effects In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 10 |
2017 | Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 2 |
2002 | Superreplication of European multiasset derivatives with bounded stochastic volatility In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 3 |
2004 | ON THE DYNAMIC PROGRAMMING APPROACH FOR OPTIMAL CONTROL PROBLEMS OF PDES WITH AGE STRUCTURE In: Mathematical Population Studies. [Full Text][Citation analysis] | article | 13 |
2008 | On Dynamic Programming in Economic Models Governed by DDEs In: Mathematical Population Studies. [Full Text][Citation analysis] | article | 1 |
2019 | Optimal investment with vintage capital: equilibrium distributions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
2014 | On the Consequences of Generically Distributed Investments on Flexible Projects in an Endogenous Growth Model In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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