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Fausto Gozzi

Identifiers

  • name variant Fausto Gozzi 0.60 · backfill

Papers (20)

  1. Existence and uniqueness results for a mean-field game of optimal investment math.OC · 2024 · author #4
  2. Optimal Investment with Vintage Capital:Equilibrium Distributions math.OC · 2019 · author #2
  3. Minimum energy for linear systems with finite horizon: a non-standard Riccati equation math.OC · 2017 · author #2
  4. Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula math.OC · 2017 · author #2
  5. Mild solutions of semilinear elliptic equations in Hilbert spaces math.AP · 2016 · author #2
  6. Stochastic Optimal Control with Delay in the Control: solution through partial smoothing math.PR · 2015 · author #1
  7. Path-dependent equations and viscosity solutions in infinite dimension math.PR · 2015 · author #3
  8. On the equivalence of internal and external habit formation models with finite memory math.OC · 2014 · author #3
  9. Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation q-fin.PM · 2013 · author #3
  10. Impact of time illiquidity in a mixed market without full observation q-fin.PM · 2012 · author #3
  11. Investment/consumption problem in illiquid markets with regime-switching q-fin.PM · 2011 · author #2
  12. HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Optimal Feedbacks and Approximations math.OC · 2009 · author #3
  13. HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints: Regularity and Applications math.OC · 2009 · author #3
  14. Optimal consumption policies in illiquid markets math.PR · 2008 · author #2
  15. Dynamic programming for infinite horizon boundary control problems of PDE's with age structure math.OC · 2008 · author #2
  16. On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects math.OC · 2007 · author #1
  17. On the Dynamic Programming approach to economic models governed by DDE's math.OC · 2006 · author #3
  18. Verification Theorems for Stochastic Optimal Control Problems via a Time Dependent Fukushima - Dirichlet Decomposition math.PR · 2006 · author #1
  19. Weak Dirichlet processes with a stochastic control perspective math.PR · 2006 · author #1
  20. Stochastic optimal control of delay equations arising in advertising models math.OC · 2004 · author #1

Mentions

  • 1506.06013 #1 · backfill · confidence 0.70 Fausto Gozzi
  • 1502.05648 #3 · backfill · confidence 0.70 Fausto Gozzi
  • 1404.0189 #3 · backfill · confidence 0.70 Fausto Gozzi
  • 1301.0280 #3 · backfill · confidence 0.70 Fausto Gozzi
  • 1211.1285 #3 · backfill · confidence 0.70 Fausto Gozzi
  • 1107.4210 #2 · backfill · confidence 0.70 Fausto Gozzi
  • 2404.02871 #4 · arxiv_oai · confidence 0.70 Fausto Gozzi
  • 0907.1603 #3 · backfill · confidence 0.70 Fausto Gozzi
  • 0905.1825 #3 · backfill · confidence 0.70 Fausto Gozzi
  • 0807.0326 #2 · backfill · confidence 0.70 Fausto Gozzi
  • 0806.4278 #2 · backfill · confidence 0.70 Fausto Gozzi

Frequent Coauthors