Edit Profile (opens in new tab) Gozzi, Fausto Compute Distance To: Compute Author ID: gozzi.fausto Published as: Gozzi, Fausto; Gozzi, F. Documents Indexed: 87 Publications since 1988, including 1 Book Co-Authors: 53 Co-Authors with 79 Joint Publications 1,072 Co-Co-Authors all top 5 Co-Authors 8 single-authored 16 Federico, Salvatore 13 Fabbri, Giorgio 9 Świȩch, Andrzej 7 Boucekkine, Raouf 5 Bambi, Mauro 5 Barucci, Emilio 4 Faggian, Silvia 4 Freni, Giuseppe 4 Goldys, Beniamin 4 Masiero, Federica 3 Cannarsa, Piermarco 3 Gassiat, Paul 3 Monte, Roberto 3 Pham, Huyên 3 Tessitore, Maria Elisabetta 3 Vespri, Vincenzo Riccardo 2 Acquistapace, Paolo 2 Di Giacinto, Marina 2 Marinelli, Carlo 2 Rouy, Elisabeth 2 Russo, Francesco 2 Salvadori, Neri 2 Soner, Halil Mete 2 Sritharan, Sivaguru S. 2 Vargiolu, Tiziano 2 Zanco, Giovanni 2 Zanella, Margherita 1 Augeraud-Véron, Emmanuelle 1 Bernaschi, Massimo 1 Biagini, Sara 1 Biffis, Enrico 1 Briani, Maya 1 Calvia, Alessandro 1 Cerrai, Sandra 1 Cosso, Andrea 1 Cretarola, Alessandra 1 Di Girolami, Cristina 1 Djehiche, Boualem 1 Flandoli, Franco 1 Fuhrman, Marco 1 Giuli, Massimiliano 1 Kort, Peter M. 1 Leocata, Marta 1 Licandro, Omar 1 Loreti, Paola 1 Papi, Marco 1 Pignotti, Cristina 1 Prosdocimi, Cecilia 1 Rosestolato, Mauro 1 Sbaraglia, Simone 1 Tankov, Peter 1 Tessitore, Gianmario 1 Touzi, Nizar 1 van Neerven, Jan M. A. M. 1 Vigna, Elena all top 5 Serials 15 SIAM Journal on Control and Optimization 8 Journal of Mathematical Economics 4 Stochastic Processes and their Applications 3 Journal of Differential Equations 3 Journal of Functional Analysis 3 Economic Theory 3 Finance and Stochastics 2 Journal of Economic Theory 2 Journal of Optimization Theory and Applications 2 Differential and Integral Equations 2 European Journal of Operational Research 2 Mathematical Population Studies 1 Archive for Rational Mechanics and Analysis 1 Communications on Pure and Applied Mathematics 1 Journal of Mathematical Analysis and Applications 1 The Annals of Probability 1 Applied Mathematics and Optimization 1 Metroeconomica 1 Journal of Economics 1 Journal of Economic Dynamics & Control 1 MCSS. Mathematics of Control, Signals, and Systems 1 Annals of Operations Research 1 The Annals of Applied Probability 1 Games and Economic Behavior 1 Atti della Accademia Nazionale dei Lincei. Serie Ottava. Rendiconti. Classe di Scienze Fisiche, Matematiche e Naturali 1 Communications in Partial Differential Equations 1 Journal of Mathematical Systems, Estimation, and Control 1 Potential Analysis 1 Journal of Convex Analysis 1 Research in Economics 1 Mathematical Methods of Operations Research 1 International Journal of Theoretical and Applied Finance 1 Nonlinear Analysis. Real World Applications 1 Journal of Evolution Equations 1 Decisions in Economics and Finance 1 Mathematical Modelling of Natural Phenomena 1 SIAM Journal on Financial Mathematics 1 Probability Theory and Stochastic Modelling 1 Pure and Applied Functional Analysis all top 5 Fields 54 Calculus of variations and optimal control; optimization (49-XX) 40 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 34 Systems theory; control (93-XX) 25 Partial differential equations (35-XX) 20 Probability theory and stochastic processes (60-XX) 14 Operator theory (47-XX) 10 Ordinary differential equations (34-XX) 8 Operations research, mathematical programming (90-XX) 2 Fluid mechanics (76-XX) 2 Biology and other natural sciences (92-XX) 1 Measure and integration (28-XX) 1 Functional analysis (46-XX) 1 Mechanics of particles and systems (70-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 75 Publications have been cited 807 times in 423 Documents Cited by ▼ Year ▼ Stochastic optimal control in infinite dimension. Dynamic programming and HJB equations. With a contribution by Marco Fuhrman and Gianmario Tessitore. Zbl 1379.93001Fabbri, Giorgio; Gozzi, Fausto; Święch, Andrzej 50 2017 Regularity of solutions of a second order Hamilton-Jacobi equation and application to a control problem. Zbl 0842.49021Gozzi, Fausto 37 1995 Pension funds with a minimum guarantee: a stochastic control approach. Zbl 1303.91155Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto 35 2011 Stochastic optimal control of delay equations arising in advertising models. Zbl 1107.93035Gozzi, Fausto; Marinelli, Carlo 34 2006 Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities. Zbl 0858.35129Gozzi, Fausto 30 1996 Regularity of the minimum time function and minimum energy problems: The linear case. Zbl 0958.49014Gozzi, Fausto; Loreti, Paola 30 1999 Second order Hamilton–Jacobi equations in Hilbert spaces and stochastic boundary control. Zbl 0994.49019Gozzi, Fausto; Rouy, Elisabeth; Swiech, Andrzej 27 2000 On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects. Zbl 1175.90245Gozzi, F.; Marinelli, C.; Savin, S. 26 2009 Solving optimal growth models with vintage capital: The dynamic programming approach. Zbl 1151.91069Fabbri, Giorgio; Gozzi, Fausto 26 2008 Technology adoption and accumulation in a vintage-capital model. Zbl 1026.91073Barucci, Emilio; Gozzi, Fausto 24 2001 HJB equations for the optimal control of differential equations with delays and state constraints. I: Regularity of viscosity solutions. Zbl 1208.49048Federico, Salvatore; Goldys, Ben; Gozzi, Fausto 21 2010 Investment in a vintage capital model. Zbl 0910.90028Basrucci, Emilio; Gozzi, Fausto 20 1998 Verification theorems for stochastic optimal control problems via a time dependent Fukushima–Dirichlet decomposition. Zbl 1115.49023Gozzi, Fausto; Russo, Francesco 19 2006 Weak Dirichlet processes with a stochastic control perspective. Zbl 1113.60036Gozzi, Fausto; Russo, Francesco 18 2006 Stochastic optimal control with delay in the control. I: Solving the HJB equation through partial smoothing. Zbl 1375.93140Gozzi, Fausto; Masiero, Federica 17 2017 Path-dependent equations and viscosity solutions in infinite dimension. Zbl 06865120Cosso, Andrea; Federico, Salvatore; Gozzi, Fausto; Rosestolato, Mauro; Touzi, Nizar 17 2018 Strong solutions of Cauchy problems associated to weakly continuous semigroups. Zbl 0822.47040Cerrai, Sandra; Gozzi, Fausto 16 1995 Kolmogorov equation associated to a stochastic Navier-Stokes equation. Zbl 0928.60044Flandoli, F.; Gozzi, F. 16 1998 Optimal policy and consumption smoothing effects in the time-to-build AK model. Zbl 1246.91082Bambi, M.; Fabbri, G.; Gozzi, F. 15 2012 Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation. Zbl 1047.93047Gozzi, Fausto; Świȩch, Andrzej 14 2000 Existence of optimal strategies in linear multisector models. Zbl 1113.91037Freni, Giuseppe; Gozzi, Fausto; Salvadori, Neri 14 2006 Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach. Zbl 1111.49021Goldys, B.; Gozzi, F. 14 2006 HJB equations for the optimal control of differential equations with delays and state constraints. II: Verification and optimal feedbacks. Zbl 1242.49058Federico, Salvatore; Goldys, Ben; Gozzi, Fausto 13 2011 Regular solutions of second-order stationary Hamilton-Jacobi equations. Zbl 0864.34058Gozzi, Fausto; Rouy, Elisabeth 13 1996 Optimal advertising with a continuum of goods. Zbl 0932.91023Barucci, Emilio; Gozzi, Fausto 13 1999 Income drawdown option with minimum guarantee. Zbl 1304.91187Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto; Vigna, Elena 13 2014 A boundary-value problem for Hamilton-Jacobi equations in Hilbert spaces. Zbl 0745.49025Cannarsa, Piermarco; Gozzi, Fausto; Soner, Halil Mete 12 1991 Generation of analytic semigroups and domain characterization for degenerate elliptic operators with unbounded coefficients arising in financial mathematics. I. Zbl 1033.47028Gozzi, Fausto; Monte, Roberto; Vespri, Vincenzo 12 2002 A corrected proof of the stochastic verification theorem within the framework of viscosity solutions. Zbl 1116.93053Gozzi, Fausto; Swiech, Andrzej; Zhou, Xun Yu 11 2005 On the dynamic programming approach for optimal control problems of PDE’s with age structure. Zbl 1059.49005Faggian, Silvia; Gozzi, Fausto 11 2004 A dynamic programming approach to nonlinear boundary control problems of parabolic type. Zbl 0823.49017Cannarsa, Piermarco; Gozzi, Fausto; Soner, Halil Mete 11 1993 Stochastic optimal control with delay in the control. II: Verification theorem and optimal feedbacks. Zbl 1371.93216Gozzi, Fausto; Masiero, Federica 10 2017 Investment/consumption problem in illiquid markets with regime-switching. Zbl 1297.49040Gassiat, Paul; Gozzi, Fausto; Pham, Huyên 10 2014 Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation. Zbl 1307.93453Federico, Salvatore; Gassiat, Paul; Gozzi, Fausto 10 2015 Maintenance and investment: complements or substitutes? A reappraisal. Zbl 1200.91206Boucekkine, R.; Fabbri, G.; Gozzi, F. 10 2010 On closability of directional gradients. Zbl 1055.60053Goldys, B.; Gozzi, F.; van Neerven, J. M. A. M. 9 2003 Optimal investment models with vintage capital: dynamic programming approach. Zbl 1196.49022Faggian, Silvia; Gozzi, Fausto 9 2010 Viscosity solutions of dynamic-programming equations for the optimal control of the two-dimensional Navier-Stokes equations. Zbl 1005.49028Gozzi, Fausto; Sritharan, S. S.; Świech, Andrzej 8 2002 Egalitarianism under population change: age structure does matter. Zbl 1304.91156Boucekkine, R.; Fabbri, G.; Gozzi, F. 7 2014 Bellman equations associated to the optimal feedback control of stochastic Navier-Stokes equations. Zbl 1079.93043Gozzi, Fausto; Sritharan, S. S.; Świȩch, Andrzej 7 2005 Erratum: “A corrected proof of the stochastic verification theorem within the framework of viscosity solutions”. Zbl 1202.93171Gozzi, Fausto; Świȩch, Andrzej; Zhou, Xun Yu 7 2010 Optimal strategies in linear multisector models: Value function and optimality conditions. Zbl 1141.91624Freni, Giuseppe; Gozzi, Fausto; Pignotti, Cristina 6 2008 Superreplication of European multiasset derivatives with bounded stochastic volatility. Zbl 1115.91034Gozzi, Fausto; Vargiolu, Tiziano 6 2002 Optimal portfolio choice with path dependent labor income: the infinite horizon case. Zbl 1451.49031Biffis, Enrico; Gozzi, Fausto; Prosdocimi, Cecilia 6 2020 Some results for an optimal control problem with semilinear state equation. Zbl 0736.49016Gozzi, Fausto 5 1991 Geographic environmental Kuznets curves: the optimal growth linear-quadratic case. Zbl 1421.49029Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto 4 2019 Generation of analytic semigroups and domain characterization for degenerate elliptic operators with unbounded coefficients arising in financial mathematics. II. Zbl 1157.47052Giuli, Massimiliano; Gozzi, Fausto; Monte, Roberto; Vespri, Vincenzo 4 2008 On dynamic programming in economic models governed by ddes. Zbl 1155.91428Fabbri, Giorgio; Faggian, Silvia; Gozzi, Fausto 4 2008 Optimal consumption policies in illiquid markets. Zbl 1303.91154Cretarola, Alessandra; Gozzi, Fausto; Pham, Huyên; Tankov, Peter 4 2011 Optimality conditions for Dirichlet boundary control problems of parabolic type. Zbl 0895.35009Gozzi, Fausto; Tessitore, Maria Elisabetta 4 1998 State constrained control problems in Banach lattices and applications. Zbl 1479.49010Calvia, Alessandro; Federico, Salvatore; Gozzi, Fausto 4 2021 Endogenous growth and wave-like business fluctuations. Zbl 1309.91095Bambi, Mauro; Gozzi, Fausto; Licandro, Omar 4 2014 Mild solutions of semilinear elliptic equations in Hilbert spaces. Zbl 1356.35113Federico, Salvatore; Gozzi, Fausto 3 2017 A model for the optimal asset-liability management for insurance companies. Zbl 1079.91538Sbaraglia, S.; Papi, M.; Briani, M.; Bernaschi, M.; Gozzi, F. 3 2003 Generically distributed investments on flexible projects and endogenous growth. Zbl 1405.91398Bambi, Mauro; Di Girolami, Cristina; Federico, Salvatore; Gozzi, Fausto 3 2017 Incentive compatibility constraints and dynamic programming in continuous time. Zbl 0963.49021Barucci, Emilio; Gozzi, Fausto; Świȩch, Andrzej 3 2000 Second order Hamilton-Jacobi equations in Hilbert spaces and stochastic optimal control. Zbl 1030.93056Gozzi, Fausto 3 2002 Verification theorem and construction of \(\epsilon \)-optimal controls for control of abstract evolution equations. Zbl 1193.35246Fabbri, Giorgio; Gozzi, Fausto; Świȩch, Andrzej 3 2010 Some results for an optimal control problem with a semilinear state equation. Zbl 0716.49005Gozzi, Fausto 2 1988 Strong solutions for Kolmogorov equation in Hilbert spaces. Zbl 0881.35121Gozzi, Fausto 2 1997 A stochastic model of economic growth in time-space. Zbl 1485.91142Gozzi, Fausto; Leocata, Marta 2 2022 Control theory in infinite dimension for the optimal location of economic activity: the role of the social welfare function. Zbl 1477.49039Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto 2 2021 From firm to global-level pollution control: the case of transboundary pollution. Zbl 1487.91082Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto 2 2021 On the superreplication approach for European interest rates derivatives. Zbl 1118.91322Gozzi, F.; Vargiolu, T. 1 2002 Corrigendum to: “Mild solutions of semilinear elliptic equations in Hilbert spaces”. Zbl 1401.35096Federico, Salvatore; Gozzi, Fausto 1 2017 Minimum energy for linear systems with finite horizon: a non-standard Riccati equation. Zbl 1381.49032Acquistapace, P.; Gozzi, F. 1 2017 Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula. Zbl 1405.93231Federico, Salvatore; Gozzi, Fausto 1 2018 Some results for an infinite horizon control problem governed by a semilinear state equation. Zbl 0685.49018Gozzi, Fausto 1 1989 Solving internal habit formation models through dynamic programming in infinite dimension. Zbl 1370.49020Augeraud-Veron, Emmanuelle; Bambi, Mauro; Gozzi, Fausto 1 2017 On the smoothness of the value function along optimal trajectories. Zbl 0772.49018Cannarsa, Piermarco; Gozzi, Fausto 1 1992 Sufficient conditions for Dirichlet boundary control problems of parabolic type. Zbl 0881.35014Gozzi, Fausto; Tessitore, Maria Elisabetta 1 1997 Optimal investment with vintage capital: equilibrium distributions. Zbl 1471.91496Faggian, Silvia; Gozzi, Fausto; Kort, Peter M. 1 2021 On a dynamic non-substitution theorem and other issues in Burgstaller’s Property and prices. Zbl 1013.91086Gozzi, Fausto; Freni, Giuseppe 1 2001 Internal habits formation and optimality. Zbl 1458.91134Bambi, Mauro; Gozzi, Fausto 1 2020 Optimal portfolio choice with path dependent benchmarked labor income: a mean field model. Zbl 1489.34117Djehiche, Boualem; Gozzi, Fausto; Zanco, Giovanni; Zanella, Margherita 1 2022 A stochastic model of economic growth in time-space. Zbl 1485.91142Gozzi, Fausto; Leocata, Marta 2 2022 Optimal portfolio choice with path dependent benchmarked labor income: a mean field model. Zbl 1489.34117Djehiche, Boualem; Gozzi, Fausto; Zanco, Giovanni; Zanella, Margherita 1 2022 State constrained control problems in Banach lattices and applications. Zbl 1479.49010Calvia, Alessandro; Federico, Salvatore; Gozzi, Fausto 4 2021 Control theory in infinite dimension for the optimal location of economic activity: the role of the social welfare function. Zbl 1477.49039Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto 2 2021 From firm to global-level pollution control: the case of transboundary pollution. Zbl 1487.91082Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto 2 2021 Optimal investment with vintage capital: equilibrium distributions. Zbl 1471.91496Faggian, Silvia; Gozzi, Fausto; Kort, Peter M. 1 2021 Optimal portfolio choice with path dependent labor income: the infinite horizon case. Zbl 1451.49031Biffis, Enrico; Gozzi, Fausto; Prosdocimi, Cecilia 6 2020 Internal habits formation and optimality. Zbl 1458.91134Bambi, Mauro; Gozzi, Fausto 1 2020 Geographic environmental Kuznets curves: the optimal growth linear-quadratic case. Zbl 1421.49029Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; Gozzi, Fausto 4 2019 Path-dependent equations and viscosity solutions in infinite dimension. Zbl 06865120Cosso, Andrea; Federico, Salvatore; Gozzi, Fausto; Rosestolato, Mauro; Touzi, Nizar 17 2018 Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula. Zbl 1405.93231Federico, Salvatore; Gozzi, Fausto 1 2018 Stochastic optimal control in infinite dimension. Dynamic programming and HJB equations. With a contribution by Marco Fuhrman and Gianmario Tessitore. Zbl 1379.93001Fabbri, Giorgio; Gozzi, Fausto; Święch, Andrzej 50 2017 Stochastic optimal control with delay in the control. I: Solving the HJB equation through partial smoothing. Zbl 1375.93140Gozzi, Fausto; Masiero, Federica 17 2017 Stochastic optimal control with delay in the control. II: Verification theorem and optimal feedbacks. Zbl 1371.93216Gozzi, Fausto; Masiero, Federica 10 2017 Mild solutions of semilinear elliptic equations in Hilbert spaces. Zbl 1356.35113Federico, Salvatore; Gozzi, Fausto 3 2017 Generically distributed investments on flexible projects and endogenous growth. Zbl 1405.91398Bambi, Mauro; Di Girolami, Cristina; Federico, Salvatore; Gozzi, Fausto 3 2017 Corrigendum to: “Mild solutions of semilinear elliptic equations in Hilbert spaces”. Zbl 1401.35096Federico, Salvatore; Gozzi, Fausto 1 2017 Minimum energy for linear systems with finite horizon: a non-standard Riccati equation. Zbl 1381.49032Acquistapace, P.; Gozzi, F. 1 2017 Solving internal habit formation models through dynamic programming in infinite dimension. Zbl 1370.49020Augeraud-Veron, Emmanuelle; Bambi, Mauro; Gozzi, Fausto 1 2017 Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation. Zbl 1307.93453Federico, Salvatore; Gassiat, Paul; Gozzi, Fausto 10 2015 Income drawdown option with minimum guarantee. Zbl 1304.91187Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto; Vigna, Elena 13 2014 Investment/consumption problem in illiquid markets with regime-switching. Zbl 1297.49040Gassiat, Paul; Gozzi, Fausto; Pham, Huyên 10 2014 Egalitarianism under population change: age structure does matter. Zbl 1304.91156Boucekkine, R.; Fabbri, G.; Gozzi, F. 7 2014 Endogenous growth and wave-like business fluctuations. Zbl 1309.91095Bambi, Mauro; Gozzi, Fausto; Licandro, Omar 4 2014 Optimal policy and consumption smoothing effects in the time-to-build AK model. Zbl 1246.91082Bambi, M.; Fabbri, G.; Gozzi, F. 15 2012 Pension funds with a minimum guarantee: a stochastic control approach. Zbl 1303.91155Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto 35 2011 HJB equations for the optimal control of differential equations with delays and state constraints. II: Verification and optimal feedbacks. Zbl 1242.49058Federico, Salvatore; Goldys, Ben; Gozzi, Fausto 13 2011 Optimal consumption policies in illiquid markets. Zbl 1303.91154Cretarola, Alessandra; Gozzi, Fausto; Pham, Huyên; Tankov, Peter 4 2011 HJB equations for the optimal control of differential equations with delays and state constraints. I: Regularity of viscosity solutions. Zbl 1208.49048Federico, Salvatore; Goldys, Ben; Gozzi, Fausto 21 2010 Maintenance and investment: complements or substitutes? A reappraisal. Zbl 1200.91206Boucekkine, R.; Fabbri, G.; Gozzi, F. 10 2010 Optimal investment models with vintage capital: dynamic programming approach. Zbl 1196.49022Faggian, Silvia; Gozzi, Fausto 9 2010 Erratum: “A corrected proof of the stochastic verification theorem within the framework of viscosity solutions”. Zbl 1202.93171Gozzi, Fausto; Świȩch, Andrzej; Zhou, Xun Yu 7 2010 Verification theorem and construction of \(\epsilon \)-optimal controls for control of abstract evolution equations. Zbl 1193.35246Fabbri, Giorgio; Gozzi, Fausto; Świȩch, Andrzej 3 2010 On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects. Zbl 1175.90245Gozzi, F.; Marinelli, C.; Savin, S. 26 2009 Solving optimal growth models with vintage capital: The dynamic programming approach. Zbl 1151.91069Fabbri, Giorgio; Gozzi, Fausto 26 2008 Optimal strategies in linear multisector models: Value function and optimality conditions. Zbl 1141.91624Freni, Giuseppe; Gozzi, Fausto; Pignotti, Cristina 6 2008 Generation of analytic semigroups and domain characterization for degenerate elliptic operators with unbounded coefficients arising in financial mathematics. II. Zbl 1157.47052Giuli, Massimiliano; Gozzi, Fausto; Monte, Roberto; Vespri, Vincenzo 4 2008 On dynamic programming in economic models governed by ddes. Zbl 1155.91428Fabbri, Giorgio; Faggian, Silvia; Gozzi, Fausto 4 2008 Stochastic optimal control of delay equations arising in advertising models. Zbl 1107.93035Gozzi, Fausto; Marinelli, Carlo 34 2006 Verification theorems for stochastic optimal control problems via a time dependent Fukushima–Dirichlet decomposition. Zbl 1115.49023Gozzi, Fausto; Russo, Francesco 19 2006 Weak Dirichlet processes with a stochastic control perspective. Zbl 1113.60036Gozzi, Fausto; Russo, Francesco 18 2006 Existence of optimal strategies in linear multisector models. Zbl 1113.91037Freni, Giuseppe; Gozzi, Fausto; Salvadori, Neri 14 2006 Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach. Zbl 1111.49021Goldys, B.; Gozzi, F. 14 2006 A corrected proof of the stochastic verification theorem within the framework of viscosity solutions. Zbl 1116.93053Gozzi, Fausto; Swiech, Andrzej; Zhou, Xun Yu 11 2005 Bellman equations associated to the optimal feedback control of stochastic Navier-Stokes equations. Zbl 1079.93043Gozzi, Fausto; Sritharan, S. S.; Świȩch, Andrzej 7 2005 On the dynamic programming approach for optimal control problems of PDE’s with age structure. Zbl 1059.49005Faggian, Silvia; Gozzi, Fausto 11 2004 On closability of directional gradients. Zbl 1055.60053Goldys, B.; Gozzi, F.; van Neerven, J. M. A. M. 9 2003 A model for the optimal asset-liability management for insurance companies. Zbl 1079.91538Sbaraglia, S.; Papi, M.; Briani, M.; Bernaschi, M.; Gozzi, F. 3 2003 Generation of analytic semigroups and domain characterization for degenerate elliptic operators with unbounded coefficients arising in financial mathematics. I. Zbl 1033.47028Gozzi, Fausto; Monte, Roberto; Vespri, Vincenzo 12 2002 Viscosity solutions of dynamic-programming equations for the optimal control of the two-dimensional Navier-Stokes equations. Zbl 1005.49028Gozzi, Fausto; Sritharan, S. S.; Świech, Andrzej 8 2002 Superreplication of European multiasset derivatives with bounded stochastic volatility. Zbl 1115.91034Gozzi, Fausto; Vargiolu, Tiziano 6 2002 Second order Hamilton-Jacobi equations in Hilbert spaces and stochastic optimal control. Zbl 1030.93056Gozzi, Fausto 3 2002 On the superreplication approach for European interest rates derivatives. Zbl 1118.91322Gozzi, F.; Vargiolu, T. 1 2002 Technology adoption and accumulation in a vintage-capital model. Zbl 1026.91073Barucci, Emilio; Gozzi, Fausto 24 2001 On a dynamic non-substitution theorem and other issues in Burgstaller’s Property and prices. Zbl 1013.91086Gozzi, Fausto; Freni, Giuseppe 1 2001 Second order Hamilton–Jacobi equations in Hilbert spaces and stochastic boundary control. Zbl 0994.49019Gozzi, Fausto; Rouy, Elisabeth; Swiech, Andrzej 27 2000 Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation. Zbl 1047.93047Gozzi, Fausto; Świȩch, Andrzej 14 2000 Incentive compatibility constraints and dynamic programming in continuous time. Zbl 0963.49021Barucci, Emilio; Gozzi, Fausto; Świȩch, Andrzej 3 2000 Regularity of the minimum time function and minimum energy problems: The linear case. Zbl 0958.49014Gozzi, Fausto; Loreti, Paola 30 1999 Optimal advertising with a continuum of goods. Zbl 0932.91023Barucci, Emilio; Gozzi, Fausto 13 1999 Investment in a vintage capital model. Zbl 0910.90028Basrucci, Emilio; Gozzi, Fausto 20 1998 Kolmogorov equation associated to a stochastic Navier-Stokes equation. Zbl 0928.60044Flandoli, F.; Gozzi, F. 16 1998 Optimality conditions for Dirichlet boundary control problems of parabolic type. Zbl 0895.35009Gozzi, Fausto; Tessitore, Maria Elisabetta 4 1998 Strong solutions for Kolmogorov equation in Hilbert spaces. Zbl 0881.35121Gozzi, Fausto 2 1997 Sufficient conditions for Dirichlet boundary control problems of parabolic type. Zbl 0881.35014Gozzi, Fausto; Tessitore, Maria Elisabetta 1 1997 Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities. Zbl 0858.35129Gozzi, Fausto 30 1996 Regular solutions of second-order stationary Hamilton-Jacobi equations. Zbl 0864.34058Gozzi, Fausto; Rouy, Elisabeth 13 1996 Regularity of solutions of a second order Hamilton-Jacobi equation and application to a control problem. Zbl 0842.49021Gozzi, Fausto 37 1995 Strong solutions of Cauchy problems associated to weakly continuous semigroups. Zbl 0822.47040Cerrai, Sandra; Gozzi, Fausto 16 1995 A dynamic programming approach to nonlinear boundary control problems of parabolic type. Zbl 0823.49017Cannarsa, Piermarco; Gozzi, Fausto; Soner, Halil Mete 11 1993 On the smoothness of the value function along optimal trajectories. Zbl 0772.49018Cannarsa, Piermarco; Gozzi, Fausto 1 1992 A boundary-value problem for Hamilton-Jacobi equations in Hilbert spaces. Zbl 0745.49025Cannarsa, Piermarco; Gozzi, Fausto; Soner, Halil Mete 12 1991 Some results for an optimal control problem with semilinear state equation. Zbl 0736.49016Gozzi, Fausto 5 1991 Some results for an infinite horizon control problem governed by a semilinear state equation. Zbl 0685.49018Gozzi, Fausto 1 1989 Some results for an optimal control problem with a semilinear state equation. Zbl 0716.49005Gozzi, Fausto 2 1988 all cited Publications top 5 cited Publications all top 5 Cited by 525 Authors 44 Gozzi, Fausto 20 Fabbri, Giorgio 20 Russo, Francesco 16 Federico, Salvatore 14 Masiero, Federica 12 Zhou, Jianjun 11 Veliov, Vladimir M. 10 Boucekkine, Raouf 9 Cosso, Andrea 8 Tessitore, Gianmario 7 Augeraud-Véron, Emmanuelle 7 Bambi, Mauro 7 Bandini, Elena 7 Faggian, Silvia 7 Kort, Peter M. 7 Świȩch, Andrzej 6 Di Girolami, Cristina 6 Fuhrman, Marco 6 Pham, Huyên 5 Feichtinger, Gustav 5 Goldys, Beniamin 5 Guatteri, Giuseppina 5 Guseinov, Khalik G. 5 Hartl, Richard F. 5 van Neerven, Jan M. A. M. 5 Vigna, Elena 5 Wang, Gengsheng 5 Wu, Huiling 4 Da Prato, Giuseppe 4 Debussche, Arnaud 4 Flandoli, Franco 4 Freni, Giuseppe 4 Guo, Bao-Zhu 4 Hritonenko, Natali 4 Li, Danping 4 Röckner, Michael 4 Shi, Jingtao 4 Yao, Haixiang 4 Zanco, Giovanni 3 Acquistapace, Paolo 3 Addona, Davide 3 Albeverio, Sergio A. 3 Baltas, Ioannis D. 3 Benner, Peter 3 Bo, Lijun 3 Calvia, Alessandro 3 Di Giacinto, Marina 3 Ferrari, Simone 3 Górajski, Mariusz 3 Horst, Ulrich 3 Lasiecka, Irena 3 Li, Zhongfei 3 Machowska, Dominika 3 Nazlipinar, Ali S. 3 Rong, Ximin 3 Rosestolato, Mauro 3 Stannat, Wilhelm 3 Trautwein, Christoph 3 Vancostenoble, Judith 3 Wu, Zhen 3 Yam, Sheung Chi Phillip 3 Yang, Donghui 3 Yannacopoulos, Athanasios N. 3 Zeng, Yan 3 Zhang, Qixia 3 Zhang, Yubiao 3 Zhao, Hui 2 Aivaliotis, Georgios 2 Albanese, Angela Anna 2 Avalos, George 2 Ballotta, Laura 2 Barbu, Viorel 2 Barucci, Emilio 2 Bayraktar, Erhan 2 Bensoussan, Alain 2 Beyers, Conrad F. J. 2 Bignamini, Davide A. 2 Bonaccorsi, Stefano 2 Bonifacius, Lucas 2 Brzeźniak, Zdzisław 2 Camacho, Carmen 2 Cannarsa, Piermarco 2 Capponi, Agostino 2 Cârjă, Ovidiu 2 Carlier, Guillaume 2 Castellano, Rosella 2 Cerqueti, Roy 2 Cerrai, Sandra 2 Chang, Hao 2 Chen, Ping 2 Chen, Zheng 2 Confortola, Fulvia 2 Dadashi, Hassan 2 D’Albis, Hippolyte 2 Dopierala, L. 2 Eberlein, Ernst W. 2 Ferrari, Giorgio 2 Ferrario, Benedetta 2 Frankowska, Hélène 2 Fujimoto, Kazufumi ...and 425 more Authors all top 5 Cited in 122 Serials 29 SIAM Journal on Control and Optimization 21 Journal of Mathematical Economics 19 Applied Mathematics and Optimization 18 Stochastic Processes and their Applications 16 Journal of Mathematical Analysis and Applications 14 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 13 Journal of Optimization Theory and Applications 13 Insurance Mathematics & Economics 12 Journal of Differential Equations 9 Journal of Functional Analysis 9 Journal of Economic Dynamics & Control 9 European Journal of Operational Research 8 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 7 International Journal of Control 7 Systems & Control Letters 7 Mathematical Control and Related Fields 6 The Annals of Probability 6 Journal of Computational and Applied Mathematics 6 Journal of Economic Theory 5 Automatica 5 SIAM Journal on Mathematical Analysis 4 Semigroup Forum 4 Japan Journal of Industrial and Applied Mathematics 4 The Annals of Applied Probability 4 Potential Analysis 4 Economic Theory 4 Mathematical Population Studies 4 Infinite Dimensional Analysis, Quantum Probability and Related Topics 4 Decisions in Economics and Finance 3 Computers & Mathematics with Applications 3 Czechoslovak Mathematical Journal 3 Osaka Journal of Mathematics 3 Stochastic Analysis and Applications 3 Optimization 3 Bernoulli 3 Finance and Stochastics 3 Abstract and Applied Analysis 3 Discrete Dynamics in Nature and Society 3 Journal of Evolution Equations 3 Quantitative Finance 3 Journal of Systems Science and Complexity 3 Journal of Industrial and Management Optimization 2 Annali di Matematica Pura ed Applicata. Serie Quarta 2 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie IV 2 Applied Mathematics and Computation 2 Optimal Control Applications & Methods 2 Operations Research Letters 2 Journal of Economics 2 MCSS. Mathematics of Control, Signals, and Systems 2 Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni 2 Annals of Operations Research 2 Journal of Global Optimization 2 Games and Economic Behavior 2 Journal de Mathématiques Pures et Appliquées. Neuvième Série 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Random Operators and Stochastic Equations 2 NoDEA. Nonlinear Differential Equations and Applications 2 European Journal of Control 2 Mathematical Methods of Operations Research 2 Stochastics and Dynamics 2 North American Actuarial Journal 2 Advances in Difference Equations 2 Mathematical Modelling of Natural Phenomena 2 SIAM Journal on Financial Mathematics 2 Evolution Equations and Control Theory 1 Advances in Applied Probability 1 Archive for Rational Mechanics and Analysis 1 Journal of the Franklin Institute 1 Lithuanian Mathematical Journal 1 Metrika 1 Nonlinearity 1 Integral Equations and Operator Theory 1 Journal of Applied Probability 1 Journal of Multivariate Analysis 1 Mathematische Nachrichten 1 Mathematics of Operations Research 1 Mathematica Slovaca 1 Memoirs of the American Mathematical Society 1 Results in Mathematics 1 Zeitschrift für Analysis und ihre Anwendungen 1 Mathematical Social Sciences 1 Acta Applicandae Mathematicae 1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 1 Social Choice and Welfare 1 Probability Theory and Related Fields 1 Journal of Theoretical Probability 1 Journal of Applied Mathematics and Stochastic Analysis 1 Economics Letters 1 Communications in Statistics. Theory and Methods 1 Bulletin of the American Mathematical Society. New Series 1 Journal of Mathematical Sciences (New York) 1 Computational and Applied Mathematics 1 Bulletin des Sciences Mathématiques 1 Monte Carlo Methods and Applications 1 Applied Mathematical Finance 1 Electronic Communications in Probability 1 Discrete and Continuous Dynamical Systems 1 Mathematical Problems in Engineering 1 Journal of Inequalities and Applications 1 Macroeconomic Dynamics ...and 22 more Serials all top 5 Cited in 30 Fields 177 Systems theory; control (93-XX) 176 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 168 Calculus of variations and optimal control; optimization (49-XX) 163 Probability theory and stochastic processes (60-XX) 126 Partial differential equations (35-XX) 46 Operations research, mathematical programming (90-XX) 41 Operator theory (47-XX) 31 Ordinary differential equations (34-XX) 16 Fluid mechanics (76-XX) 11 Numerical analysis (65-XX) 7 Biology and other natural sciences (92-XX) 6 Functional analysis (46-XX) 6 Mechanics of particles and systems (70-XX) 5 Dynamical systems and ergodic theory (37-XX) 5 Integral equations (45-XX) 5 Statistics (62-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 3 Quantum theory (81-XX) 2 Differential geometry (53-XX) 1 General and overarching topics; collections (00-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Potential theory (31-XX) 1 Special functions (33-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX) 1 Mechanics of deformable solids (74-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Astronomy and astrophysics (85-XX) 1 Geophysics (86-XX) Citations by Year