default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDFausto Gozzi
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2023
[j28]Alessandro Calvia
, Gianluca Cappa, Fausto Gozzi, Enrico Priola:
HJB Equations and Stochastic Control on Half-Spaces of Hilbert Spaces. J. Optim. Theory Appl. 198(2): 710-744 (2023)- [j27]Fausto Gozzi, Federica Masiero:
Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives. SIAM J. Control. Optim. 61(2): 586-619 (2023) - 2022
- [j26]Raouf Boucekkine, Giorgio Fabbri, Salvatore Federico, Fausto Gozzi:
A dynamic theory of spatial externalities. Games Econ. Behav. 132: 133-165 (2022) - [j25]Fausto Gozzi, Marta Leocata:
A Stochastic Model of Economic Growth in Time-Space. SIAM J. Control. Optim. 60(2): 620-651 (2022) - [j24]Sara Biagini, Fausto Gozzi, Margherita Zanella:
Robust Portfolio Choice with Sticky Wages. SIAM J. Financial Math. 13(3): 1004-1039 (2022) - 2021
- [j23]Raouf Boucekkine, Giorgio Fabbri, Salvatore Federico, Fausto Gozzi:
From firm to global-level pollution control: The case of transboundary pollution. Eur. J. Oper. Res. 290(1): 331-345 (2021) - [j22]Fausto Gozzi, Federica Masiero:
Errata: Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing, and Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks. SIAM J. Control. Optim. 59(4): 3096-3101 (2021) - [j21]Alessandro Calvia, Salvatore Federico, Fausto Gozzi:
State Constrained Control Problems in Banach Lattices and Applications. SIAM J. Control. Optim. 59(6): 4481-4510 (2021) - 2020
- [j20]Enrico Biffis, Fausto Gozzi, Cecilia Prosdocimi:
Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case. SIAM J. Control. Optim. 58(4): 1906-1938 (2020)
2010 – 2019
- 2017
- [j19]Emmanuelle Augeraud-Veron, Mauro Bambi, Fausto Gozzi:
Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension. J. Optim. Theory Appl. 173(2): 584-611 (2017) - [j18]Paolo Acquistapace, Fausto Gozzi:
Minimum energy for linear systems with finite horizon: a non-standard Riccati equation. Math. Control. Signals Syst. 29(4): 19:1-19:47 (2017) - [j17]Fausto Gozzi, Federica Masiero:
Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing. SIAM J. Control. Optim. 55(5): 2981-3012 (2017) - [j16]Fausto Gozzi, Federica Masiero:
Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks. SIAM J. Control. Optim. 55(5): 3013-3038 (2017) - 2015
- [j15]Salvatore Federico, Paul Gassiat, Fausto Gozzi:
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation. Finance Stochastics 19(2): 415-448 (2015) - 2014
- [j14]Marina Di Giacinto, Salvatore Federico, Fausto Gozzi, Elena Vigna:
Income drawdown option with minimum guarantee. Eur. J. Oper. Res. 234(3): 610-624 (2014) - [j13]Mauro Bambi, Fausto Gozzi, Omar Licandro:
Endogenous growth and wave-like business fluctuations. J. Econ. Theory 154: 68-111 (2014) - [j12]Paul Gassiat, Fausto Gozzi, Huyên Pham:
Investment/Consumption Problem in Illiquid Markets with Regime-Switching. SIAM J. Control. Optim. 52(3): 1761-1786 (2014) - 2011
- [j11]Alessandra Cretarola, Fausto Gozzi, Huyên Pham, Peter Tankov:
Optimal consumption policies in illiquid markets. Finance Stochastics 15(1): 85-115 (2011) - [j10]Marina Di Giacinto, Salvatore Federico, Fausto Gozzi:
Pension funds with a minimum guarantee: a stochastic control approach. Finance Stochastics 15(2): 297-342 (2011) - [j9]Salvatore Federico, Ben Goldys, Fausto Gozzi:
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks. SIAM J. Control. Optim. 49(6): 2378-2414 (2011) - 2010
- [j8]Fausto Gozzi, Andrzej Swiech, Xun Yu Zhou:
Erratum: "A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions". SIAM J. Control. Optim. 48(6): 4177-4179 (2010) - [j7]Salvatore Federico, Ben Goldys, Fausto Gozzi:
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions. SIAM J. Control. Optim. 48(8): 4910-4937 (2010)
2000 – 2009
- 2009
- [j6]Fausto Gozzi, Carlo Marinelli, Sergei Savin:
On Controlled Linear Diffusions with Delay in a Model of Optimal Advertising under Uncertainty with Memory Effects. J. Optimization Theory and Applications 142(2): 291-321 (2009) - 2008
- [j5]Giorgio Fabbri, Fausto Gozzi:
Solving optimal growth models with vintage capital: The dynamic programming approach. J. Econ. Theory 143(1): 331-373 (2008) - 2005
- [j4]Fausto Gozzi, Andrzej Swiech, Xun Yu Zhou:
A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions. SIAM J. Control. Optim. 43(6): 2009-2019 (2005) - 2002
- [j3]Fausto Gozzi, Tiziano Vargiolu:
Superreplication of European multiasset derivatives with bounded stochastic volatility. Math. Methods Oper. Res. 55(1): 69-91 (2002) - 2000
- [j2]Fausto Gozzi, Elisabeth Rouy, Andrzej Swiech:
Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control. SIAM J. Control. Optim. 38(2): 400-430 (2000)
1990 – 1999
- 1999
- [j1]Emilio Barucci, Fausto Gozzi:
Optimal advertising with a continuum of goods. Ann. Oper. Res. 88: 15-29 (1999)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-05-08 21:43 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
