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Mathematics of operations research
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs
De Angelis, Tiziano
;
Ferrari, Giorgio
;
Moriarty, John
- In:
Mathematics of operations research
44
(
2019
)
2
,
pp. 512-531
Persistent link: https://www.econbiz.de/10012028632
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2
Optimal boundary surface for irreversible investment with stochastic costs
De Angelis, Tiziano
;
Federico, Salvatore
;
Ferrari, Giorgio
- In:
Mathematics of operations research
42
(
2017
)
4
,
pp. 1135-1161
Persistent link: https://www.econbiz.de/10011773311
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3
On the optimal exercise boundaries of swing put options
De Angelis, Tiziano
;
Kitapbayev, Yerkin
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 252-274
Persistent link: https://www.econbiz.de/10011818754
Saved in:
4
A Dynkin game on assets with incomplete information on the return
De Angelis, Tiziano
;
Gensbittel, Fabien
;
Villeneuve, …
- In:
Mathematics of operations research
46
(
2021
)
1
,
pp. 28-60
Persistent link: https://www.econbiz.de/10012498081
Saved in:
5
A class of recursive optimal stopping problems with applications to stock trading
Colaneri, Katia
;
De Angelis, Tiziano
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 1833-1861
Persistent link: https://www.econbiz.de/10013374973
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6
Dynkin games with incomplete and asymmetric information
De Angelis, Tiziano
;
Ekström, Erik
;
Glover, Kristoffer
- In:
Mathematics of operations research
47
(
2022
)
1
,
pp. 560-586
Persistent link: https://www.econbiz.de/10013364901
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7
A unifying framework for submodular mean field games
Dianetti, Jodi
;
Ferrari, Giorgio
;
Fischer, Markus
; …
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1679-1710
Persistent link: https://www.econbiz.de/10014329354
Saved in:
8
Stationary discounted and ergodic mean field games with singular controls
Cao, Haoyang
;
Dianetti, Jodi
;
Ferrari, Giorgio
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 1871-1898
Persistent link: https://www.econbiz.de/10014437738
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