14
H index
19
i10 index
526
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:
| Cites to:
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Main data
Where Fausto Gozzi has published?
Recent works citing Fausto Gozzi (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2022 | A pricing formula for delayed claims: Appreciating the past to value the future. (2019). Biffis, Enrico ; Prosdocimi, Cecilia ; Goldys, Beniamin . In: Papers. RePEc:arx:papers:1505.04914. Full description at Econpapers || Download paper |
| 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 |
| 2022 | Linear and Nonlinear Partial Integro-Differential Equations arising from Finance. (2022). Udeani, Cyril Izuchukwu ; Sevcovic, Daniel ; Grossinho, Maria ; Cruz, Jose. In: Papers. RePEc:arx:papers:2207.11568. 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 |
| 2022 | Consumption Decision, Portfolio Choice and Healthcare Irreversible Investment. (2022). Zhu, Shihao ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2212.05317. 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 |
| 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 |
| 2022 | Spatial externalities, R&D spillovers, and endogenous technological change. (2022). Tsangaris, Spyridon ; Xepapadeas, Anastasios ; Yannacopoulos, Athanasios. In: DEOS Working Papers. RePEc:aue:wpaper:2225. Full description at Econpapers || Download paper |
| 2022 | Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence. (2022). Nendel, Max ; Kupper, Michael ; Denk, Robert ; Blessing, Jonas. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:662. Full description at Econpapers || Download paper |
| 2022 | Consumption Descision, Portfolio Choice and Healthcare Irreversible Investment. (2022). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:671. Full description at Econpapers || Download paper |
| 2022 | Introduction to the special issue on new insights into economic epidemiology: Theory and policy. (2022). Boucekkine, Raouf ; AMIR, Rabah. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:24:y:2022:i:5:p:861-872. 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 |
| 2022 | Inter?temporal mutual?fund management. (2022). Li, Yiqun ; Cheung, Ka Chun ; Bensoussan, Alain ; Phillip, Sheung Chi. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:3:p:825-877. Full description at Econpapers || Download paper |
| 2022 | The Irreversible Pollution Game. (2022). ZOU, Benteng ; Boucekkine, Raouf ; Ruan, Weihua. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2022012. 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 |
| 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 |
| 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 |
| 2022 | Optimal dividends under Markov-modulated bankruptcy level. (2022). Zhu, Shihao ; Schuhmann, Patrick ; Ferrari, Giorgio. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:146-172. Full description at Econpapers || Download paper |
| 2022 | Large deviation principle for spatial economic growth model on networks. (2022). Mastrogiacomo, Elisa ; Albeverio, Sergio. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:103:y:2022:i:c:s0304406822001100. 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 |
| 2022 | Semi-endogenous growth dynamics in a macroeconomic model with delays. (2022). Hartwig, Johannes . In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:62:y:2022:i:c:p:538-551. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2022 | A C^{0,1}-functional Itôs formula and its applications in mathematical finance. (2022). Tan, Xiaolu ; Loeper, Gregoire ; Bouchard, Bruno. In: Post-Print. RePEc:hal:journl:hal-03105342. 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 |
| 2022 | A dynamic theory of spatial externalities. (2022). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Post-Print. RePEc:hal:journl:halshs-02613177. 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 |
| 2022 | A Continuous-Time Utility Maximization Problem with Borrowing Constraints in Macroeconomic Heterogeneous Agent Models:A Case of Regular Controls under Markov Chain Uncertainty. (2022). Shigeta, Yuki. In: Discussion papers. RePEc:kue:epaper:e-22-009. Full description at Econpapers || Download paper |
| 2022 | The Irreversible Pollution Game. (2022). Zou, Benteng ; Ruan, Weihua ; Bouccekine, Raouf. In: DEM Discussion Paper Series. RePEc:luc:wpaper:22-03. Full description at Econpapers || Download paper |
| 2022 | HARI: Characteristics of a new defined lifestyle (DL) retirement planning product. (2022). Malladi, Rama. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:27:y:2022:i:2:d:10.1057_s41264-021-00108-x. 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 | 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 |
| 2022 | The dynamics of growth and distribution in a spatially heterogeneous world. (2022). Brito, Paulo B. In: Portuguese Economic Journal. RePEc:spr:portec:v:21:y:2022:i:3:d:10.1007_s10258-022-00222-1. 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 |
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 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 | 2 |
| 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: 2 | 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: 2 | 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: 2 | 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: 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another version. Agregated cites: 5 | article | |
| 2021 | A dynamic theory of spatial externalities.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2022 | A dynamic theory of spatial externalities.(2022) In: Post-Print. [Citation analysis] This paper has another 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 another 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 another 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 another 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 another 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 another 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 another version. Agregated cites: 4 | paper | |
| 2022 | Habits and demand changes after COVID-19 In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 another version. Agregated cites: 0 | paper | |
| 2020 | Optimal Dividend Payout under Stochastic Discounting In: Center for Mathematical Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Optimal dividend payout under stochastic discounting.(2022) In: Mathematical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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 another 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 another 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 another 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 another 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 another 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 | 26 |
| 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: 26 | 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: 26 | 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: 26 | 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 | 21 |
| 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: 21 | 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: 21 | 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: 21 | 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: 21 | 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: 21 | article | |
| 2019 | Internal Habit Formation and Optimality In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2020 | Internal habits formation and optimality.(2020) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | 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 another 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 another 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 another 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 | 50 |
| 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: 50 | paper | |
| 2014 | Endogenous growth and wave-like business fluctuations In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 12 |
| 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 another version. Agregated cites: 52 | 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 | |
| 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 another 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 another 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 | 3 |
| 2015 | Generically distributed investments on flexible projects and endogenous growth. In: Working Papers - Mathematical Economics. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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 another version. Agregated cites: 1 | paper | |
| 2017 | Stochastic Optimal Control in Infinite Dimensions - Dynamic Programming and HJB Equations In: Post-Print. [Citation analysis] | paper | 18 |
| 2017 | Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension In: Post-Print. [Citation analysis] | paper | 1 |
| 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 another version. Agregated cites: 1 | 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 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 | |
| 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 another 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 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 | 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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