Fausto Gozzi: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

1

HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions

Federico, Salvatore, Goldys, Ben, Gozzi, Fausto

Journal:

SIAM Journal on Control and Optimization

Year:

2010

Language:

english

File:

PDF, 326 KB

english, 2010

2

Investment/Consumption Problem in Illiquid Markets with Regime-Switching

Gassiat, Paul, Gozzi, Fausto, Pham, Huyên

Journal:

SIAM Journal on Control and Optimization

Year:

2014

Language:

english

File:

PDF, 375 KB

english, 2014

3

HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks

Federico, Salvatore, Goldys, Ben, Gozzi, Fausto

Journal:

SIAM Journal on Control and Optimization

Year:

2011

Language:

english

File:

PDF, 400 KB

english, 2011

4

ON THE DYNAMIC PROGRAMMING APPROACH FOR OPTIMAL CONTROL PROBLEMS OF PDE'S WITH AGE STRUCTURE

FAGGIAN*, SILVIA, GOZZI, FAUSTO

Journal:

Mathematical Population Studies

Year:

2004

Language:

english

File:

PDF, 321 KB

english, 2004

5

Fermented Nut-Based Vegan Food: Characterization of a Home made Product and Scale-Up to an Industrial Pilot-Scale Production

Tabanelli, Giulia, Pasini, Federica, Riciputi, Ylenia, Vannini, Lucia, Gozzi, Giorgia, Balestra, Federica, Caboni, Maria Fiorenza, Gardini, Fausto, Montanari, Chiara

Journal:

Journal of Food Science

Year:

2018

Language:

english

File:

PDF, 903 KB

english, 2018

6

Some Results for an Optimal Control Problem with Semilinear State Equation

Journal:

SIAM Journal on Control and Optimization

Year:

1991

Language:

english

File:

PDF, 1.31 MB

english, 1991

7

Hamilton–Jacobi–Bellman Equations for the Optimal Control of the Duncan–Mortensen–Zakai Equation

Fausto Gozzi, Andrzej Świech

Journal:

Journal of Functional Analysis

Year:

2000

Language:

english

File:

PDF, 285 KB

english, 2000

8

Solving optimal growth models with vintage capital: The dynamic programming approach

Giorgio Fabbri, Fausto Gozzi

Journal:

Journal of Economic Theory

Year:

2008

Language:

english

File:

PDF, 450 KB

english, 2008

9

Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension

Augeraud-Veron, Emmanuelle, Bambi, Mauro, Gozzi, Fausto

Journal:

Journal of Optimization Theory and Applications

Year:

2017

Language:

english

File:

PDF, 593 KB

english, 2017

10

Income drawdown option with minimum guarantee

Di Giacinto, Marina, Federico, Salvatore, Gozzi, Fausto, Vigna, Elena

Journal:

European Journal of Operational Research

Year:

2014

Language:

english

File:

PDF, 1.24 MB

english, 2014

11

Viscosity Solutions of Dynamic-Programming Equations for the Optimal Control of the Two-Dimensional Navier-Stokes Equations

Fausto Gozzi, S. S. Sritharan, Andrzej Święch

Journal:

Archive for Rational Mechanics and Analysis

Year:

2002

Language:

english

File:

PDF, 209 KB

english, 2002

12

Revisiting the Optimal Population Size Problem under Endogenous Growth: Minimal Utility Level and Finite Life

Boucekkine, Raouf, Fabbri, Giorgio, Gozzi, Fausto

Journal:

Asia-Pacific Journal of Accounting & Economics

Year:

2011

Language:

english

File:

PDF, 376 KB

english, 2011

13

Erratum: "A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions"

Gozzi, Fausto, Święch, Andrzej, Zhou, Xun Yu

Journal:

SIAM Journal on Control and Optimization

Year:

2010

Language:

english

File:

PDF, 107 KB

english, 2010

14

Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case

Biffis, Enrico, Gozzi, Fausto, Prosdocimi, Cecilia

Journal:

SIAM Journal on Control and Optimization

Year:

2020

File:

PDF, 559 KB

2020

15

Optimal investment models with vintage capital: Dynamic programming approach

Silvia Faggian, Fausto Gozzi

Journal:

Journal of Mathematical Economics

Year:

2010

Language:

english

File:

PDF, 364 KB

english, 2010

16

Optimal consumption policies in illiquid markets

Alessandra Cretarola, Fausto Gozzi, Huyên Pham, Peter Tankov

Journal:

Finance and Stochastics

Year:

2011

Language:

english

File:

PDF, 709 KB

english, 2011

17

Investment in a vintage capital model

EMILIO BARUCCI, FAUSTO GOZZI

Journal:

Research in Economics

Year:

1998

Language:

english

File:

PDF, 383 KB

english, 1998

18

Mild solutions of semilinear elliptic equations in Hilbert spaces

Federico, Salvatore, Gozzi, Fausto

Journal:

Journal of Differential Equations

Year:

2017

Language:

english

File:

PDF, 1.74 MB

english, 2017

19

IMPACT OF TIME ILLIQUIDITY IN A MIXED MARKET WITHOUT FULL OBSERVATION

Federico, Salvatore, Gassiat, Paul, Gozzi, Fausto

Journal:

Mathematical Finance

Year:

2015

Language:

english

File:

PDF, 493 KB

english, 2015

20

Technology Adoption and Accumulation in a Vintage-Capital Model

Emilio Barucci and Fausto Gozzi

Journal:

Journal of Economics

Year:

2001

Language:

english

File:

PDF, 2.21 MB

english, 2001

21

Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation

Federico, Salvatore, Gassiat, Paul, Gozzi, Fausto

Journal:

Finance and Stochastics

Year:

2015

Language:

english

File:

PDF, 1.03 MB

english, 2015

22

A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions

Gozzi, Fausto, Swiech, Andrzej, Zhou, Xun Yu

Journal:

SIAM Journal on Control and Optimization

Year:

2005

Language:

english

File:

PDF, 144 KB

english, 2005

23

Incentive compatibility constraints and dynamic programming in continuous time

Emilio Barucci, Fausto Gozzi, Andrzej Świȩch

Journal:

Journal of Mathematical Economics

Year:

2000

Language:

english

File:

PDF, 226 KB

english, 2000

24

Regular Solutions of Second-Order Stationary Hamilton–Jacobi Equations

Fausto Gozzi, Elisabeth Rouy

Journal:

Journal of Differential Equations

Year:

1996

Language:

english

File:

PDF, 1.08 MB

english, 1996

25

Corrigendum to “Mild solutions of semilinear elliptic equations in Hilbert spaces” [J. Differential Equations 262 (2017) 3343–3389]

Federico, Salvatore, Gozzi, Fausto

Journal:

Journal of Differential Equations

Year:

2017

Language:

english

File:

PDF, 194 KB

english, 2017

26

On Dynamic Programming in Economic Models Governed by DDEs

FABBRI, GIORGIO, FAGGIAN, SILVIA, GOZZI, FAUSTO

Journal:

Mathematical Population Studies

Year:

2008

Language:

english

File:

PDF, 189 KB

english, 2008

27

Path-dependent equations and viscosity solutions in infinite dimension

Cosso, Andrea, Federico, Salvatore, Gozzi, Fausto, Rosestolato, Mauro, Touzi, Nizar

Journal:

The Annals of Probability

Year:

2018

Language:

english

File:

PDF, 457 KB

english, 2018

28

From firm to global-level pollution control: The case of transboundary pollution

Boucekkine, Raouf, Fabbri, Giorgio, Federico, Salvatore, Gozzi, Fausto

Journal:

European Journal of Operational Research

Year:

2020

File:

PDF, 3.44 MB

2020

29

Growth and agglomeration in the heterogeneous space: a generalized AK approach

Boucekkine, Raouf, Fabbri, Giorgio, Federico, Salvatore, Gozzi, Fausto

Journal:

Journal of Economic Geography

Year:

2018

Language:

english

File:

PDF, 895 KB

english, 2018

30

Bellman equations associated to the optimal feedback control of stochastic Navier-Stokes equations

Fausto Gozzi, S. S. Sritharan, Andrezej Świȩch

Journal:

Communications on Pure and Applied Mathematics

Year:

2005

Language:

english

File:

PDF, 225 KB

english, 2005

31

A boundary-value problem for Hamilton-Jacobi equations in hilbert spaces

Piermarco Cannarsa, Fausto Gozzi, Halil Mete Soner

Journal:

Applied Mathematics & Optimization

Year:

1991

Language:

english

File:

PDF, 1013 KB

english, 1991

32

Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula

Federico, Salvatore, Gozzi, Fausto

Journal:

The Annals of Applied Probability

Year:

2018

Language:

english

File:

PDF, 389 KB

english, 2018

33

Optimal Portfolio Choice with Path Dependent Labor Income: The Infinite Horizon Case

Biffis, Enrico, Gozzi, Fausto, Prosdocimi, Cecilia

Journal:

SSRN Electronic Journal

Year:

2019

Language:

english

File:

PDF, 443 KB

english, 2019

34

Smoothing properties of nonlinear transition semigroups: case of lipschitz nonlinearities

Journal:

Journal of Evolution Equations

Year:

2006

Language:

english

File:

PDF, 221 KB

english, 2006

35

Pension funds with a minimum guarantee: a stochastic control approach

Marina Di Giacinto, Salvatore Federico, Fausto Gozzi

Journal:

Finance and Stochastics

Year:

2011

Language:

english

File:

PDF, 1.23 MB

english, 2011

36

Optimal Investment with Vintage Capital: Equilibrium Distributions

Faggian, Silvia, Gozzi, Fausto, Kort, Peter

Journal:

SSRN Electronic Journal

Year:

2019

File:

PDF, 2.14 MB

2019

37

Existence of optimal strategies in linear multisector models

Giuseppe Freni, Fausto Gozzi, Neri Salvadori

Journal:

Economic Theory

Year:

2006

Language:

english

File:

PDF, 243 KB

english, 2006

38

Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control

Gozzi, Fausto, Rouy, Elisabeth, Swiech, Andrzej

Journal:

SIAM Journal on Control and Optimization

Year:

2000

Language:

english

File:

PDF, 528 KB

english, 2000

39

Endogenous growth and wave-like business fluctuations

Bambi, Mauro, Gozzi, Fausto, Licandro, Omar

Journal:

Journal of Economic Theory

Year:

2014

Language:

english

File:

PDF, 675 KB

english, 2014

40

Superreplication of European multiasset derivatives with bounded stochastic volatility

Fausto Gozzi, Tiziano Vargiolu

Journal:

Mathematical Methods of Operations Research

Year:

2002

Language:

english

File:

PDF, 202 KB

english, 2002

41

Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem

Journal:

Communications in Partial Differential Equations

Year:

1995

Language:

english

File:

PDF, 1011 KB

english, 1995

42

Constrained Portfolio Choices in the Decumulation Phase of a Pension Plan

Di Giacinto, Marina, Federico, Salvatore, Gozzi, Fausto, Vigna, Elena

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 767 KB

english, 2010

43

On a Dynamic Non-Substitution Theorem and Other Issues in Burgstaller's Property and Prices

Fausto Gozzi, Giuseppe Freni

Journal:

Year:

2001

Language:

english

File:

PDF, 186 KB

english, 2001

44

Existence of optimal strategies in linear multisector models with several consumption goods

Freni, Giuseppe, Gozzi, Fausto, Salvadori, Neri

Journal:

Decisions in Economics and Finance

Year:

2017

Language:

english

File:

PDF, 667 KB

english, 2017

45

Global Regular Solutions of Second Order Hamilton–Jacobi Equations in Hilbert Spaces with Locally Lipschitz Nonlinearities

Journal:

Journal of Mathematical Analysis and Applications

Year:

1996

Language:

english

File:

PDF, 377 KB

english, 1996

46

Optimal strategies in linear multisector models: Value function and optimality conditions

Giuseppe Freni, Fausto Gozzi, Cristina Pignotti

Journal:

Journal of Mathematical Economics

Year:

2008

Language:

english

File:

PDF, 390 KB

english, 2008

47

Verification theorems for stochastic optimal control problems via a time dependent Fukushima–Dirichlet decomposition

Fausto Gozzi, Francesco Russo

Journal:

Stochastic Processes and their Applications

Year:

2006

Language:

english

File:

PDF, 555 KB

english, 2006

48

Regularity of the Minimum Time Function and Minimum Energy Problems: The Linear Case

Gozzi, Fausto, Loreti, Paola

Journal:

SIAM Journal on Control and Optimization

Year:

1999

Language:

english

File:

PDF, 502 KB

english, 1999

49

Weak Dirichlet processes with a stochastic control perspective

Fausto Gozzi, Francesco Russo

Journal:

Stochastic Processes and their Applications

Year:

2006

Language:

english

File:

PDF, 367 KB

english, 2006

50

Generically distributed investments on flexible projects and endogenous growth

Bambi, Mauro, Di Girolami, Cristina, Federico, Salvatore, Gozzi, Fausto

Journal:

Economic Theory

Year:

2017

Language:

english

File:

PDF, 865 KB

english, 2017

To build up a library is to create a life. It’s never just a random collection of books.

— Carlos María Domínguez

Official channel

Z-Library Desktop Launcher

Z-Library Since 2009 support@1delivery.pm

EnglishРусскийEspañolItalianoελληνικάاللغة العربيةBahasa IndonesiaBahasa Malaysiaहिन्दीDeutschFrançaisPortuguêsУкраїнськаPolski中文繁體中文日本語Tiếng ViệtAzərbaycan DiliՀայոց լեզուภาษาไทยTürk Diliქართველიবাংলাپښتوతెలుగుاردو한국어SrpskiБългарски