Calvia, Alessandro; Ferrari, Giorgio Nonlinear filtering of partially observed systems arising in singular stochastic optimal control. (English) Zbl 1489.93132 Appl. Math. Optim. 85, No. 2, Paper No. 25, 43 p. (2022). MSC: 93E20 93E11 60G35 PDFBibTeX XMLCite \textit{A. Calvia} and \textit{G. Ferrari}, Appl. Math. Optim. 85, No. 2, Paper No. 25, 43 p. (2022; Zbl 1489.93132) Full Text: DOI arXiv
Federico, Salvatore; Ferrari, Giorgio; Schuhmann, Patrick Singular control of the drift of a Brownian system. (English) Zbl 1476.93157 Appl. Math. Optim. 84, Suppl. 1, S561-S590 (2021). MSC: 93E20 91A55 49L25 60J65 PDFBibTeX XMLCite \textit{S. Federico} et al., Appl. Math. Optim. 84, S561--S590 (2021; Zbl 1476.93157) Full Text: DOI
Ferrari, Giorgio; Koch, Torben An optimal extraction problem with price impact. (English) Zbl 1468.91105 Appl. Math. Optim. 83, No. 3, 1951-1990 (2021). MSC: 91B76 91B70 93E20 60G40 PDFBibTeX XMLCite \textit{G. Ferrari} and \textit{T. Koch}, Appl. Math. Optim. 83, No. 3, 1951--1990 (2021; Zbl 1468.91105) Full Text: DOI arXiv
Ferrari, Giorgio; Riedel, Frank; Steg, Jan-Henrik Continuous-time public good contribution under uncertainty: a stochastic control approach. (English) Zbl 1368.93784 Appl. Math. Optim. 75, No. 3, 429-470 (2017). MSC: 93E20 91B70 91A15 91A25 60G51 PDFBibTeX XMLCite \textit{G. Ferrari} et al., Appl. Math. Optim. 75, No. 3, 429--470 (2017; Zbl 1368.93784) Full Text: DOI arXiv