14
H index
19
i10 index
539
Citations
Fausto Gozzi : Citation Profile
Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS) | RESEARCH PRODUCTION: 39 Articles 76 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1998 - 2023). Relations with other researchers
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:
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Main data
Where Fausto Gozzi has published?
Recent works citing Fausto Gozzi (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Controlled Measure-Valued Martingales: a Viscosity Solution Approach. (2021). Svaluto-Ferro, Sara ; Larsson, Martin ; Kallblad, Sigrid ; Alexander, . In: Papers. RePEc:arx:papers:2109.00064. Full description at Econpapers || Download paper |
| 2023 | Duality in optimal consumption--investment problems with alternative data. (2022). Wong, Hoi Ying ; Chen, Kexin. In: Papers. RePEc:arx:papers:2210.08422. Full description at Econpapers || Download paper |
| 2023 | A Tractable Truthful Profit Maximization Mechanism Design with Autonomous Agents. (2023). Araabi, Babak N ; Kebriaei, Hamed ; Montazeri, Mina. In: Papers. RePEc:arx:papers:2302.05677. Full description at Econpapers || Download paper |
| 2023 | A stochastic control problem arising from relaxed wealth tracking with a monotone benchmark process. (2023). Yu, Xiang ; Huang, Yi Jie ; Bo, Lijun. In: Papers. RePEc:arx:papers:2302.08302. Full description at Econpapers || Download paper |
| 2023 | Optimal control of stochastic delay differential equations and applications to path-dependent financial and economic models. (2023). , Andrzej ; Federico, Salvatore ; de Feo, Filippo. In: Papers. RePEc:arx:papers:2302.08809. Full description at Econpapers || Download paper |
| 2023 | An extended Merton problem with relaxed benchmark tracking. (2023). Yu, Xiang ; Huang, Yijie ; Bo, Lijun. In: Papers. RePEc:arx:papers:2304.10802. Full description at Econpapers || Download paper |
| 2023 | An optimal control problem with state constraints in a spatio-temporal economic growth model on networks. (2023). Papayiannis, Georgios I ; Leocata, Marta ; Gozzi, Fausto ; Calvia, Alessandro ; Yannacopoulos, Athanasios N ; Xepapadeas, Anastasios. In: Papers. RePEc:arx:papers:2304.11568. Full description at Econpapers || Download paper |
| 2023 | Zero-sum stopper vs. singular-controller games with constrained control directions. (2023). Palczewski, Jan ; de Angelis, Tiziano ; Bovo, Andrea. In: Papers. RePEc:arx:papers:2306.05113. Full description at Econpapers || Download paper |
| 2023 | Stochastic Delay Differential Games: Financial Modeling and Machine Learning Algorithms. (2023). Hu, Ruimeng ; Ceniceros, Hector D ; Balkin, Robert. In: Papers. RePEc:arx:papers:2307.06450. Full description at Econpapers || Download paper |
| 2023 | A non-invariance result for the spatial AK model. (2023). Ricci, Cristiano. In: Papers. RePEc:arx:papers:2311.06811. Full description at Econpapers || Download paper |
| 2023 | Endogenous capital stock and depreciation in the United States. (2023). Ruiz-Tamarit, José ; Ruiztamarit, J R ; Murguigarcia, M J ; Escribaperez, F J. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:25:y:2023:i:1:p:139-167. Full description at Econpapers || Download paper |
| 2023 | Spatial growth theory: Optimality and spatial heterogeneity. (2023). Yannacopoulos, Athanasios N ; Xepapadeas, Anastasios. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002871. Full description at Econpapers || Download paper |
| 2023 | Portfolio liquidation with delayed information. (2023). Wong, Hoi Ying ; Chiu, Mei Choi ; Yan, Tingjin. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002109. Full description at Econpapers || Download paper |
| 2023 | Opposite ethical views converge under the threat of catastrophic climate change. (2023). Zuber, Stéphane ; Fleurbaey, Marc ; Pottier, Antonin ; Mejean, Aurelie. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001507. Full description at Econpapers || Download paper |
| 2023 | Health insurance, portfolio choice, and retirement incentives. (2023). Marazzina, Daniele ; Biffis, Enrico ; Barucci, Emilio. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:910-921. Full description at Econpapers || Download paper |
| 2023 | On history-dependent optimization models: A unified framework to analyze models with habits, satiation and optimal growth. (2023). Ulus, Ayegul Yildiz ; Morhaim, Lisa. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:105:y:2023:i:c:s0304406822001331. Full description at Econpapers || Download paper |
| 2023 | How economic depreciation shapes the relationship of uncertainty with investments’ size & timing. (2023). Silveira, Rafael Rossi. In: International Journal of Production Economics. RePEc:eee:proeco:v:260:y:2023:i:c:s0925527323000683. Full description at Econpapers || Download paper |
| 2023 | Optimal control of martingales in a radially symmetric environment. (2023). Robinson, Benjamin A. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:159:y:2023:i:c:p:149-198. Full description at Econpapers || Download paper |
| 2023 | Parameter estimation of discretely observed interacting particle systems. (2023). Podolskij, Mark ; Pilipauskait, Vytaut ; Heidari, Akram ; Amorino, Chiara. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:163:y:2023:i:c:p:350-386. Full description at Econpapers || Download paper |
| 2023 | A change of variable formula with applications to multi-dimensional optimal stopping problems. (2023). de Angelis, Tiziano ; Cai, Cheng. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:164:y:2023:i:c:p:33-61. Full description at Econpapers || Download paper |
| 2023 | Balancing economic and epidemiological interventions in the early stages of pathogen emergence. (2023). Fabbri, Giorgio ; Boucekkine, Raouf ; Ricci, Cristiano ; Dobson, Andy ; Pascual, Mercedes ; Loch-Temzelides, Ted. In: Post-Print. RePEc:hal:journl:hal-04150117. Full description at Econpapers || Download paper |
| 2023 | Human capital and welfare. (2023). Desmarchelier, David ; Camacho, Carmen ; Bosi, Stefano. In: Post-Print. RePEc:hal:journl:halshs-03920429. Full description at Econpapers || Download paper |
| 2023 | Human capital and welfare. (2023). Desmarchelier, David ; Camacho, Carmen ; Bosi, Stefano. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:halshs-03920429. Full description at Econpapers || Download paper |
| 2023 | Optimal consumption with labor income and borrowing constraints for recursive preferences. (2023). Menoukeu-Pamen, Olivier ; Kuissi-Kamdem, Wilfried ; Becherer, Dirk. In: Working Papers. RePEc:hal:wpaper:hal-04017143. Full description at Econpapers || Download paper |
| 2023 | Income and the (eventual) rise of democracy. (2023). MacKenzie, Ian ; Sekeris, Petros G ; Dickson, Alex ; Debowicz, Dario. In: Discussion Papers Series. RePEc:qld:uq2004:661. Full description at Econpapers || Download paper |
| 2023 | R&D subsidies, income taxes, and growth through cycles. (2023). Zhang, Jie ; Wan, Jing. In: Economic Theory. RePEc:spr:joecth:v:76:y:2023:i:3:d:10.1007_s00199-022-01480-y. Full description at Econpapers || Download paper |
| 2023 | HJB Equations and Stochastic Control on Half-Spaces of Hilbert Spaces. (2023). Priola, Enrico ; Gozzi, Fausto ; Cappa, Gianluca ; Calvia, Alessandro. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:198:y:2023:i:2:d:10.1007_s10957-023-02208-1. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | On competition for spatially distributed resources in networks. (2023). Faggian, Silvia ; Fabbri, Giorgio ; Freni, Giuseppe. In: Theoretical Economics. RePEc:the:publsh:4328. Full description at Econpapers || Download paper |
| 2023 | Growth Models with Externalities on Networks. (2023). Fabbri, Giorgio ; Freni, Giuseppe ; Faggian, Silvia. In: Working Papers. RePEc:ven:wpaper:2023:23. Full description at Econpapers || Download paper |
Works by Fausto Gozzi:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 nother 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 nother 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 | 2 |
| 2018 | Geographic environmental Kuznets curves: The optimal growth linear-quadratic case.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2019 | Geographic environmental Kuznets curves: the optimal growth linear-quadratic case.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2018 | Geographic environmental Kuznets curves: The optimal growth linear-quadratic case.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2018 | Geographic Environmental Kuznets Curves: The Optimal Growth Linear-Quadratic Case.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2019 | A spatiotemporal framework for the analytical study of optimal growth under transboundary pollution In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 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 nother version. Agregated cites: 2 | 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 nother version. Agregated cites: 2 | paper | |
| 2019 | A Spatiotemporal Framework for the Analytical Study of Optimal Growth Under Transboundary Pollution.(2019) In: Department of Economics University of Siena. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | 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 nother version. Agregated cites: 0 | paper | |
| 2020 | A dynamic theory of spatial externalities In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2021 | A dynamic theory of spatial externalities.(2021) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2020 | A Dynamic Theory Of Spatial Externalities.(2020) In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2021 | A Dynamic Theory Of Spatial Externalities.(2021) In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2022 | A dynamic theory of spatial externalities.(2022) In: Games and Economic Behavior. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2021 | A dynamic theory of spatial externalities.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2022 | A dynamic theory of spatial externalities.(2022) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2012 | Investment/consumption problem in illiquid markets with regime-switching In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Investment/consumption problem in illiquid markets with regimes switching.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2015 | Impact of time illiquidity in a mixed market without full observation In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2017 | IMPACT OF TIME ILLIQUIDITY IN A MIXED MARKET WITHOUT FULL OBSERVATION.(2017) In: Mathematical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2015 | Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation In: Papers. [Full Text][Citation analysis] | paper | 12 |
| 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 nother version. Agregated cites: 12 | article | |
| 2020 | Optimal portfolio choice with path dependent labor income: the infinite horizon case In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2020 | Verification Results for Age-Structured Models of Economic-Epidemics Dynamics In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2021 | Verification Results For Age-Structured Models Of Economic-Epidemics Dynamics.(2021) In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2021 | Verification results for age-structured models of economic–epidemics dynamics.(2021) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2021 | Verification results for age-structured models of economic–epidemics dynamics.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2022 | Habits and demand changes after COVID-19 In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Mobility decisions, economic dynamics and epidemic In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Mobilty Decisions, Economic Dynamics and Epidemic.(2021) In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | Optimal Dividend Payout under Stochastic Discounting In: Center for Mathematical Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2022 | Optimal dividend payout under stochastic discounting.(2022) In: Mathematical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 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 | 14 |
| 2014 | Income drawdown option with minimum guarantee.(2014) In: European Journal of Operational Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2010 | Maintenance and investment: complements or substitutes? A reappraisal In: LIDAM Reprints CORE. [Full Text][Citation analysis] | paper | 32 |
| 2009 | Maintenance and investment : Complements or Substitutes ? A Reappraisal.(2009) In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | 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 nother version. Agregated cites: 32 | article | |
| 2009 | Maintenance and investment: complements or substitutes? A reappraisal.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2010 | Maintenance and investment: Complements or substitutes? A reappraisal.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | 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 | 27 |
| 2012 | Optimal policy and consumption smoothing effects in the time-to-build AK model.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 27 | 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 nother version. Agregated cites: 27 | 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 nother version. Agregated cites: 27 | 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 nother 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 | 23 |
| 2018 | Growth and agglomeration in the heterogeneous space: A generalized AK approach.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2019 | Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach.(2019) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2018 | Growth and agglomeration in the heterogeneous space: A generalized AK approach.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2017 | Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | 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 nother version. Agregated cites: 23 | article | |
| 2019 | Internal Habit Formation and Optimality In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Internal habits formation and optimality.(2020) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2021 | From firm to global-level pollution control: The case of transboundary pollution In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 3 |
| 2020 | From firm to global-level pollution control: The case of transboundary pollution.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2021 | From firm to global-level pollution control: The case of transboundary pollution.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2021 | From firm to global-level pollution control: the case of transboundary pollution.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2008 | Solving optimal growth models with vintage capital: The dynamic programming approach In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 51 |
| 2008 | Solving optimal growth models with vintage capital: The dynamic programming approach.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
| 2014 | Endogenous growth and wave-like business fluctuations In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 13 |
| 2000 | Incentive compatibility constraints and dynamic programming in continuous time In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 1 |
| 2008 | Optimal strategies in linear multisector models: Value function and optimality conditions In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 3 |
| 2010 | Optimal investment models with vintage capital: Dynamic programming approach In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 52 |
| 2008 | Optimal investment models with vintage capital: Dynamic Programming approach.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2014 | Egalitarianism under population change: Age structure does matter In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 28 |
| 2014 | Egalitarianism under population change: age structure does matter.(2014) In: Documents de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2014 | Egalitarianism under population change: Age structure does matter.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2021 | Optimal investment with vintage capital: Equilibrium distributions In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Optimal investment with vintage capital: equilibrium distributions.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2022 | Managing spatial linkages and geographic heterogeneity in dynamic models with transboundary pollution In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 2 |
| 2022 | Managing spatial linkages and geographic heterogeneity in dynamic models with transboundary pollution.(2022) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1998 | Investment in a vintage capital model In: Research in Economics. [Full Text][Citation analysis] | article | 20 |
| 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 | 11 |
| 2006 | Weak Dirichlet processes with a stochastic control perspective In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 14 |
| 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 | 4 |
| 2022 | Optimal portfolio choice with path dependent benchmarked labor income: A mean field model In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 4 |
| 2015 | Generically distributed investments on flexible projects and endogenous growth. In: Working Papers - Mathematical Economics. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Generically distributed investments on flexible projects and endogenous growth.(2017) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2020 | Control theory in infinite dimension for the optimal location of economic activity: The role of social welfare function In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Control theory in infinite dimension for the optimal location of economic activity: The role of social welfare function.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2017 | Stochastic Optimal Control in Infinite Dimensions - Dynamic Programming and HJB Equations In: Post-Print. [Citation analysis] | paper | 19 |
| 2017 | Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension In: Post-Print. [Citation analysis] | paper | 2 |
| 2017 | Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension.(2017) In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 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 nother 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 nother version. Agregated cites: 1 | article | |
| 2020 | A dynamic theory of spatial externalities In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2001 | Technology adoption and accumulation in a vintage-capital model In: Journal of Economics. [Full Text][Citation analysis] | article | 26 |
| 2004 | Existence of Optimal Strategies in linear Multisector Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 21 |
| 2006 | Existence of optimal strategies in linear multisector models.(2006) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | 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 nother 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 | 2 |
| 2007 | Verification theorem and construction of epsilon-optimal controls for control of abstract evolution equations In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 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 | 11 |
| 2011 | Pension funds with a minimum guarantee: a stochastic control approach In: Finance and Stochastics. [Full Text][Citation analysis] | article | 35 |
| 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 | 22 |
| 2018 | On the Dynamic Programming Approach to Incentive Constraint Problems In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2002 | Superreplication of European multiasset derivatives with bounded stochastic volatility In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 5 |
| 2004 | ON THE DYNAMIC PROGRAMMING APPROACH FOR OPTIMAL CONTROL PROBLEMS OF PDES WITH AGE STRUCTURE In: Mathematical Population Studies. [Full Text][Citation analysis] | article | 12 |
| 2008 | On Dynamic Programming in Economic Models Governed by DDEs In: Mathematical Population Studies. [Full Text][Citation analysis] | article | 3 |
| 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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